I understand that it's an allergy, but what exactly is it? ? I thought…

I understand that it's an allergy, but what exactly is it? ? I thought it was the powder at first, then maybe my milk (I eat everything). Nothing happened before the bath, but after the bath, it broke out again ? My skin is very dry and peels off. I don't bathe with anything new. Could it be the water causing this reaction? My skin dries up from this water, could it also have this effect?