The first and most important rule of woodworking is to wear appropriate safety equipment. While hearing protection is necessary for some very noisy tools such as routers and surface planers, and latex gloves may be necessary when applying finishes, there is no time in the wood shop that you should be without your safety glasses.
Put them on when you enter the shop, and don't take them off until you leave. Your eyesight is too important to take chances.
Sanders, routers and other power tools can generate a lot of dust. When using these tools, it is a good idea to wear a dust mask, to keep these fine particles from entering your lungs. When spraying varnish or paint, a respirator is a better choice, to protect you from any harmful effects of using these chemicals.
No, if this were the case, I'm sure you'd probably paint the project.
So, assuming that we know you will take the time and build a great project, what's next?