Many wetsuit gloves are designed to be worn over the cuff of your wetsuit. This helps create a seal that keeps water out and warmth in. It's important to make sure the gloves fit snugly against your skin to prevent any cold water from seeping in.
If you're wearing gloves that go under your wetsuit cuff, make sure the gloves are tight-fitting. Otherwise, water can enter through the gaps and cause you to lose warmth.