Reflexes are involuntary (or automatic) and we are born with many of them. The purpose of reflexes is for protection.
Blinking is one example of a reflex. If something flies towards your eyes, like a particle of dust, you will blink. This is the way that the body is protecting itself from damage occurring in the eye.
Another example of a reflex is when you go to the doctor for a physical and he performs a patellar tendon reflex test. This is when he taps the knee to see if your knee jerks. The doctor is really checking to see if your nervous system is working properly.