I have a dust allergy. Start by cleaning. Wear a mask when you do to prevent dust inhalation. Potentially take a decongestant as well. Change sheets/bedding. Wipe off dust on fan blades, blinds, curtains, window ledges, dressers, etc. Maybe try new pillows. Tgere are several styles and materials, everyone reacts differently. I prefer feather pillows, my wife likes memory foam.

Lastly, gentle airflow shouldn't matter, but a lot of air flow may be moving more dust particles around all night. If the ceiling fan runs overnight, my wife and son wake up severely congested. Not me, but it can have an impact.