Step 4: Ventilation, UV, and spatter burns
Cover your exposed skin. Arc welding generates UV rays linked to skin cancers. Resist the temptation to peak out from under the welding helmet in order to see while striking the arc. Instead, use a piece of carbon rod. See this Instructable.
Cover up to protect from burns caused by globules of molten metal.
(The photo is of a sunburn and is from Bing Images. It is very much like the burn that comes from welding flash.)