I'm not very ticklish but I've always wondered why it's impossible to to tickle myself. It seems that i'm not the only one - Some scientists have tried to explain the reason why.
Apparently when we tickle ourselves, our body tries to prepare for it and succeeds most of the time because the action is predictable [True Tickle Takes Another's Touch].
But somehow knowing that another person is going to tickle me doesn't help :)