
Try tickling the sole of your own foot. There's no way. The culprit is a region of the brain, the cerebellum, capable of predicting your own movements.
Every time you're about to touch yourself, the cerebellum works out exactly what you'll feel and when, and orders that sensation dulled before it even happens. With no surprise, there's no tickle. When someone else touches you, though, your brain can't anticipate the gesture, and the reaction fires.
Researchers tested this with a device that brushed volunteers' hands: if the subject controlled it themselves, they felt almost nothing; if someone else moved it, the ticklishness came back.
Source: University College London (UCL)