It's been a while since I read anything about this so I might not have my facts all right, but I think sensory sensitivity (to noise levels, bright lights, pain, hunger etc and, presumably, ticklishness) has sometimes been linked to certain other characteristics like introversion, shyness and a thoughtful personality, not because these traits themselves are directly linked with sensitivity to physical stimuli but because both physical sensitivity and introversion/shyness/associated characteristics are influenced by the ARAS system - I forget what that's an acronym for, but I believe it's to do with the nervous system and the way we handle arousal from various stimuli, both external (tickling) and internal (emotions, tiredness etc). Some people process stimulation more and become physically/mentally aroused more from it, and are likely to seek calmer atmospheres to balance that out (more likely to have a fairly introverted personality), and some people process stimulation less and therefore need more stimulation in order to feel aroused - these people are likely to seek more stimulating, exciting, loud, environments in order to get this ideal level of arousal, and tend to have a more extraverted personality. So, I'd imagine that more introverted people might be more likely to be very ticklish, though as I say I may have my facts wrong.
(However! It's important to also clarify that a high level of sensitivity does not ALWAYS mean a high level of introversion, it's just correlated in studies. And introversion and shyness are two completely different things - shyness is a fear of socialising/being judged, whereas introversion is preferring quieter environments even if you're totally confident socially. I think introversion has sometimes been found to be linked to shyness in studies due to introverts being less in their element in large social groups and therefore more likely to lack confidence, but not everyone who is an introvert is shy.)
Anywho, without studies specifically dealing with ticklishness we can't really tell I suppose. But that's my speculation.
(I don't have any sources to hand, but if anyone's interested, there is a lot of research out there on general sensitivity and personality traits associated with it.)