Your eyes will not pop out of your head if you sneeze with them open. Here comes the science.

From Mother Nature Network:

Sneezing is one of the many wonders of the human body, another one of our protective reflexes, much like coughing. When something irritates the inside of our nose — such as dust or pollen — the tiny nerve endings inside our nose send a message to our brain which in turns sends out messages to numerous parts of our body to facilitate the sneeze. There are a lot of split-second events involved. Your chest muscles compress your lungs, which send a burst of air upwards. The throat shuts tight, which then sends the air shooting through your nose at speeds up to 100 mph. And let’s not forget the spray — there are 2,000 to 5,000 bacteria-filled droplets emanating from your nose and mouth when you sneeze. (Needless to say, a tissue or some other form of protection for your nearest and dearest is in order.) Someone with a cold also sneezes quite a bit for the same reason — the swelling in their nasal passages can cause irritation.

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