gloves 

Speaking from expirience, wearing both gloves is definantly a good idea.  On the note of safety procedure, my friend managed to get a 'sun burn' from the high intensity light.

Electrode "Cleaning",

is commonly performed by grinding (shaping) the tungsten electrode into a fine, burr-less 'pencil point', using a high speed diamond abrasive wheel. The shape, and angle acuteness of the point, also plays a role in the 'focused' shape of the plasma arc.  The DC arc largely applicable to ferrous metals, benefits from using 2% thoriated tungsten (or 2% ceriated tungsten, an alternative to the radiological concerns of Thorium), while nonferrous metals such as aluminum and magnesium requiring AC current, are performed best with pure tungsten allowing the tip to melt into an enlarged balled surface at the end of the electrode.  A "ball-point" subsequently flares the arc onto a much broader surface of the material, where greater expansion and distortion must then be accommodated, or anticipated as part of the welders job.

More Cleaning

There's cleaning or shaping of the electrode, and then there's cleaning or "preparation" of the work-piece to be welded:  

As you say, dirt, oil and scale are simply removed from parts for a good weld.  Washing, degreasing, rinsing etc, but mechanical abrasion is fast, easy and most popular as shaping a weld chamfer can be done simultaneous to "cleaning".   AlumaPrep (or some brand name like that), is simply an acid rinse to remove stubborn anodizing and any last marks of finger print oil from the 'touchy' AC needing metals.  But as Triddle pointed out in his explanation of +/- wave form capable machines, the plasma itself will often do a fine job of burning off simple surface impurities.  Deep inclusions (ubiquitous in sand casted work) are a frustration all unto themselves.  Welder (the person) tolerance, patience, and experience must often judge what level of weld quality exist after cooling.  High-tech work, demands that the work piece billet is good stuff to begin with, yet there is a variety of filler rod that can be used to accommodate persnickety base material.  Nickle, Bronze and "Everdure" (brand name) are often blended into filler rods, and greatly assist the welder trying to fix cracked engine blocks or other sandy and oil impregnated work pieces.

Reactor vessels of all types, be they nuclear or cellular, are also a field unto themselves.  As the physical strength of a finished weld may really be the lesser of engineering concerns.  Chemistry plays a role in both questions of what will actually be held in the vessel, and how it may be cleaned between use.  Low carbon 316 SS (316L) commonly desired for biomedical applications where autoclaving and bleach will still kick the ass out of Stainless Steel.  Titanium and its many grades are like wise a subject for deep thought, but once the decision is made...  it works like soft butter, and few other welds can look so nice raw.

As to the safety stuff.

A hot horse shoe is hot, and most animals with any brain will let go of it before they get burned too bad.  Therefor, direct and immediate sensible surface heat, is far less of real danger than the intense UV of the plasma arch as Gaiusjuliuscesar talked about 'sun burn', often called "flash burn".  Fully covering any skin, just as one might wish to reduce sun burn.  It's the same stuff.  Welders, responsible ones, will even clear a room of bystanders, even ones who "know not to look into the light with out a hood".  Side vision (looking off to one side) doesn't work either, as the cornea and retina damage (not dependent on center of focused vision) is extremely painful when experienced, (ya, I know) and not felt for many hours after excessive exposure.