This is known as the Arnold reflex - after the doctor that first described it in 1832. It is fairly rare - around 2 to 4% of the population show this some in both ears others in just one. There is some suggestion that a higher proportion of people might react but not cough - letting out some breath through constriction of the lungs.

The cause of the reflex is the auricular branch of the vagus nerve. I'm not sure how. Perhaps a passing anatomist could shed some light? I presume that some sort of anatomical quirk in some folks puts this nerve in a position where it is stimulated when objects are put in the ear.

Some cases have been reported where ear wax builds up and stimulates this reflex resulting in a persistent cough that leaves doctors puzzled.

Anyway - congratulations! You now have something interesting to talk about at dinner parties. You can even test fellow guests to see if you can discover any other of the 2% - and wow them with your knowledge of the auricular branch of the vagus nerve. Don't overdo it though or folks will just think you are the ear weirdo!

The vagus nerve regulates cough, but also happens to send a small branch to the skin of the ear canal.  Stimulating the ear can cause cough (in a similar way tickling your nose can cause the eyes to water or bright sunlight can make you sneeze - though different nerves control these reflexes).  As a GP I examine a lot of ears, and coughing is a reasonably common side effect - but always a surprise to the patient.