Starting solids question

My daughter is almost 6 months so we will be starting solids soon. I know they say to introduce one food at a time, three days in a row so you'll know if they have any allergies/sensitivities to that food. It's a slow process...but it's not like you can do this for every single food they'll ever eat so....
Do babies actually have allergies to sweet potato or green beans? Has anyone ever been allergic to avocado or squash? 
Obviously I know common allergens like peanut butter and seafood (for the future, not at 6 months) should be started with caution but fruits and veggies?  I still plan on doing it the way my pediatrician recommended (one food at a time). Just curious about it