I have severe allergies as well and take 3 rx strength antihistamines daily (optical, nasal and by mouth). Benadryl and other OTC antihistamines are useless to my reactions, so I understand completely about having to take a ton of antihistamines. I am sympathetic to you, however it was your first day, I would have went to work unless I was going into anaphylaxis or mentally impaired from the antihistamines. To answer your question, I'd go to the supervisor but keep in mind that if she or he has never experienced a severe allergic reaction, he/she may also belittle your decision to call in sick. I'd bring a note from my allergist. Best of luck with your new job!