I think friends ask this naive question because not many people understand the difference between food intolerance and food allergy. Food intolerance means your body just can't digest a certain food, while an allergy means that your immune system decides to react against it. Food intolerance is like one of those parties where you enter the room and everyone just turns their back and ignores you. Food allergies are like those parties where you step in the door and the entire crowd rises up and throws you out and then beats you up on the pavement outside.
I didn't have a good weekend.
So if you eat a food you're allergic to, the result will probably look like other types of allergies: hives, itchiness, and bits of you starting to swell up. I discovered I had a shellfish allergy after I ate a bunch of shrimp and my throat started to close up and I thought I was going to die. But my body did seem to digest the shrimp just fine, so least I would have died with some amount of dignity.
Food intolerance, on the other hand, usually isn't medically threatening, but the reactions are mostly localized in the digestive system, which means they're likely to involve things like diarrhea, constipation, and a lot of other stuff no one really wants to talk about over dinner. And some food allergies can also involve gross stomach problems as well. So next time you're at a restaurant and someone mentions that they're lactose intolerant, don't ask what happens when they eat lactose or you'll never want to look at cheese again.
And it will put you right off dessert.