Frequent sneezing in a rat is not normal, even if the behavior seems routine. Rats are indeed sensitive to dust and smells, so bedding is the first thing to pay attention to. Try switching to something softer and hypoallergenic (like aspen or paper), and make sure there are no sharp ammonia smells from dirty bedding in the cage. But if sneezing continues after changing the bedding, it could be a sign of a respiratory infection.
Respiratory diseases in pet rats are a fairly common problem, and sneezing in the mornings especially often points to them. In the early stages, a rat may look healthy, but the infection gradually progresses. Besides sneezing, watch for discharge from the nose or eyes, wheezing when breathing, lethargy. If symptoms persist for more than a week or other signs appear, you need to see a vet, preferably one who works with rodents - not all clinics have experience with rats.
While waiting for an appointment, check the living conditions: is there enough ventilation in the cage, are there any drafts, what's the air humidity. Dry air also irritates the respiratory tract. Keep the cage clean, change the bedding more often than usual. If it's an infection, the sooner you start treatment, the better the outlook.