You can definitely have dairy, BUT you may find that you've become lactose intolerant. There's a variation in how intolerant you might be - for example, it's very common to be milk-intolerant, but most people are ok with cheese or yogurt. I personally find ice cream to be the worst offender, with milk next. I'm trying to drink more protein shakes lately, and after a couple of days of explosive bathroom trips and searing tummy pains, I finally sucked it up, paid $20 for Lactaid drops, and added them to my milk carton....holy crap, that was totally worth it! I don't have an upset stomach after my milk-based protein shakes anymore.