Why does it feel like an eye lash is in my eye when I don't have one in my eye?

Dry eye. Your description sounds like dry eye. Initial treatment is frequent artificial tears during the day, ountment at night, warm compresses a few times a day, and omega-3 fatty acid supplements. If no improvement, you should see an eye doctor for further evaluation.
ForeignBodySensation. Fbs is the feeling that there is something there (lash, grain of sand, etc) but in fact there is nothing there. This is usually caused by an irritation or breakdown of the corneal surface coupled with mechanical rubbing from the upper eye lid over the area. It will feel like something is there. The most common causes of FBS are dry eyes, infections, and actual foreign bodies!