Have you ever tried to tickle yourself?
If you have, you will find out that its nearly impossible to tickle yourself. The reason behind this is that our brains are just to smart.
Our Brains know what is about to happen before it happens. So it predicts the tickling sensation before it actually happens, and therefor making it not ticklish . This extract is taken from the Scientific American in 2007
…the cerebellum can predict sensations when your own movement causes them but not when someone else does. When you try to tickle yourself, the cerebellum predicts the sensation and this prediction is used to cancel the response of other brain areas to the tickle.
The reason our brain cancels these sensations out is that they are unimportant sensations, like the socks on your feet, or sitting on a chair. It does this to be ready for the unexpected sensations like a poisonous insect crawling along your leg.
There is one exception for tickling yourself
That is for Schizophrenics, they are able to tickle themselves on demand. They don't really know why, but according to scientists it is that
...people with schizophrenia are relatively poor at predicting what the sensory consequences will be of their own movement.
Our brains are so incredibly powerful we some times forget the smalls things they do to keep us safe.
If you learnt anything please drop me a follow 
Hope you enjoyed my post
http://mentalfloss.com/article/55043/why-cant-you-tickle-yourself