Tigger....too big a question I am afraid and certainly not that simple to answer.
Some of us have us have inherited or borne with "below par" immune systems, that in itself is a huge subject.
Assuming that we are all borne with perfectly normally working immune systems, then so many things e.g food, allergies, infections, diseases can indeed modify out systems.
The great modern "con" is that we can take substances to "boost" our immune system, make it stronger in some way.