A tickle is the human body's involuntary response to a foreign stimulus contacting the skin. There is no conclusive evidence to suggest that this response is not present in everyone.
A tickle may be caused by grazing a foreign object with one's body or an insect crawling on the skin. Because these physical interactions cannot be anticipated by the body, the tickling sensation felt as a result of exposure to a foreign stimulus is like a proximity alert system for the human body. This is also why tickling yourself is generally difficult or even impossible; the mind anticipates the stimulus, which dulls the alarm response.