Can someone help me understand allegry shots more? Why does giving you the stuff you are allergic to make you better?

Making antibodies. What is happening with an allergy shot is this: the doctor gives you very small doses of what you are allergic to in order that you can develop an immune reaction to them. A different type of antibody is formed against the thing to which you are allergic, and you stop having an allergic reaction to it. This can be used on, for example, people who are allergic to cats but want to keep their cats.