If you have a cold and sneeze, there’s germ-carrying mucus and suchlike in it. Thus, turn away from whoever you’re talking to, use a tissue, wash your hands, etc.
If you have a tickle in your nose, from dust or whatever, the sneeze is generally “dry.” What’s in a dry sneeze?
Air? Possibly the dust that you’re trying to expel, maybe some residual mucus that was in your nose anyway or some water droplets. I can’t think of anything else that might be present.
Whatever was in the air in your lungs.
Okay, thanks – so there’s some possibility of some germ action, but it’s not the toxic cloud of a cold-sufferer’s sneeze.