It may sound obvious. It may sound intuitive. But no one I've encountered has ever taken the time to explain why it's so important to have air in your lungs before you sneeze. So one day, I was telling a joke, and running out of breath. I felt a sneeze coming, and decided I could spend the last of my air on nailing the punchline before I worry about the sneeze. Right as I had expelled the last of my breath, the sneeze decided it couldn't wait.
When you sneeze your muscles try to quickly, forcefully constrict your lungs to push the air out of them. This happens even when there's no air to squeeze out. For me, that meant dislocating two rib heads.
Now, admittedly, I was a young adult and dumb, and trying not to cause a scene around my friends, so I didn't tend to the injury right away. As it worked out, I didn't actually get the ribs reset for almost 2 weeks, during which I moved from one state to another. All of that absolutely exacerbated my pain and contributed to why it became a lifelong injury. Treating injuries seriously is important, but people will tell you that part.
Please, don't make my mistake. Air is easy to get, put some in your lungs before you sneeze.
P.S. Sadly, I don't remember the joke anymore. It was a timing dependent joke, getting the punchline just right was part of the humor. Which is why I prioritized the joke over breathing. Most likely it was a long-winded pun of some sort, as that's the kind I'd tell often back then.