It is not the case that one allergy leads to another, in the sense that one food allergy 'triggers' an allergy to another food. However, it is the case that people who are allergic to one food do tend to be allergic to other foods as well. The reason for this probably mostly has to do with the individual genetics of that person, which have predisposed them to be 'allergic' to various foods or other substances in the environment.
If you are allergic to peanuts, or to any other food, it is important to talk with either your primary care doctor
or an allergy doctor about this issue, if you have not done this already. This is because certain types of allergic reactions can be quite serious, even life threatening. For this reason, most people who have had a serious allergic reaction to a food like peanuts should carry an emergency allergy pen with them at all times in case they come into accidentally contact with a food containing the allergen.
Your doctor will be able to assess the severity of your reaction and help determine if you need this prescription. They will also be able to give you more general advice about which foods to avoid.