How important is it to wear gloves when sandcarving?

I personally do not wear gloves, but that is my preference. When I see people with expensive watches and jewelry on their hands, I definitely suggest gloves. Metal and jewelry will be blasted, though your skin does not.

Another instance in which gloves are useful, is when etching concrete bricks. Since you are removing material when blasting, the bricks break off larger chunks of aggregate that can hurt your hands if not wearing gloves. 

   —IKONICS Imaging