Omg this happens to me all the time. Lol I even get a weird little image in my head that by some freak force of nature that the qtip has gone directly through my head down to my throat to make me cough... But I guess I'm not normal :P
It means you are putting it in too far. Just go around the outer edge if you must but it's not good to stick it all the way in. Just use your finger in a wet washcloth. Q tips xan rupture your eardrum and just impacts the wax.