It is impossible to sneeze with your eyes open.
Why it is true
Sneezes are involuntary and involve a muscular contraction that includes the eyelid muscles. This neurological connection causes the eyes to close automatically, protecting them from expelled particles and internal pressure.
Source: NIH
Would you rather be asked first?
This is the reading side of the site, so the answer is in the sentence above — that is the whole point of it. Test yourself works the other way round: the question comes on its own, and the fact and the explanation only appear once you have answered.