Make sure you are using natural Henna, not black Henna. Henna

needs to be in the acidic condition to release color. Don't ever use black henna, which is spiked with paraphenylenediame (PPD). PPD is a sensitizer. The allergic reaction usually is not right away. It could take days to show. The PPD sensitivity is life long. Once you became sensitized you might have reactions to many other dyes, such as textile dyes and ink. My advice is to use commercially available haircolor products to dye your hair. These products have been formulated according to cosmetic regulations.  Product safety has been done before the product launch. Post market surveillance programs are available to the consumers. If you run into allergic reactions by using henna, usually you have no place to report your damages. By the way, the product performance is not reliable either.