-What you were taught in shop class about gloves is a basic rule for beginners, and a good one too. Gloves, rings, watches, necklaces, and even long sleeves should not be worn around machinery with moving/rotating components. That applies to the drill press, lathes, mills, VTL's, or anything with a traveling table/carriage. A wire wheel (pedestal mount or hand held) presents a different situation. Stationary machinery has the operator at a somewhat safe distance from the danger zone, you just need to keep yourself (and clothing) out of the danger zone. The wire wheel has an immediate proximity to the operator during every moment of engagement. It's quite common to have your hands in the danger zone during certain operations with the lathe, mill, and even the surface grinder. But the wire wheel, even under "normal" operating usage can/will hurl needles at random. Heavy pressure promotes launching sooner than later. The suggestion of thick leather gloves (apron and face shield are also good suggestions) is about protection. Getting macro-punctured by a wire bristle is indeed quite painful but it also has the potential for serious infection. Metal particles imbedded in the skin have given me some of the nastiest infections I've ever had.
The leather gloves also offer some protection from the heat that often builds in a piece getting the wires. It can burn bare fingers as the piece gets rotated to a new area and the heat can loosen your grip, allowing the wheel to control the workpiece. That's what happened to my co-worker, the wheel had more control of the workpiece than he did and it pulled both in.
I also have to advocate keeping the wheel guard on. Yes it reduces and restricts access to the wheel (I've removed it too) but the safety factor is a gamble that's a personal choice and the newcomers need to hear the safest habits. If they choose to ignore/bypass and get injured they were at least warned of the danger.
The members that suggested removing as much rust as possible BEFORE going to the wire wheel are spot on. The wire wheel will throw a cloud of red rust into the air, very bad for your lungs. My apologies for preaching to the choir but that are clearly several members here that either don't know or have questionable safety habits. I'm just as guilty as anyone sometimes but the uninitiated need to hear what the dangers and good safety habits are. I hope this helped someone.