While it might seem concerning, sneezing in newborns is a normal and healthy bodily response.
Newborns have tiny and sensitive airways, making sneezing a natural way to keep their respiratory system clear from dust and other irritants. It's not likely that your newborn is sneezing due to seasonal allergies, which typically develop in children between 3 and 5 years old.
Sneezing paired with a runny or stuffy nose is likely related to fighting off a cold. If you notice difficulty breathing, always consult your pediatrician.
Otherwise, sneezing is nothing to worry about, and you may notice that they sneeze more frequently than you do. This is because of how tiny and sensitive their noses are, prompting a need to clear their noses more. You can help them clear their nose using saline drops and an infant nasal aspirator.