The reason why you sneeze when you have a cold is that when you have a cold, the cold virus enters your body and multiplies in your nasal cavity, making the mucous membrane swollen and the secretion more, so your body produces a resistance mechanism and expels the secretion from your nasal cavity by sneezing. Generally speaking, it is clear nasal discharge. As the immunity is low in the later stage and the infection is bacterial, there will be neutrophils engulfing and forming pus, and the nasal discharge will turn yellow and come out with the sneezing piece.