There are various explanations for why the main character, Lucan McCain, wore gloves all the time. Some say it was because actor Chuck Connors had injured his hands in a hunting accident which made it difficult to grip a rifle without gloves. Others say that the producers required Connors to wear gloves so that viewers could more easily see his hands when he fired his rifle.
Some others say that it was because Connors had suffered frostbite during his military service, and so the gloves were necessary to protect his hands.