In my opinion the best way to start these articles is to talk about safety and precautions first, as there will be lots of power and flying metal chips present in the projects to come. I will discuss machine specific precautions and things not to do in the articles where I introduce a machine and talk about their capabilities and basic usage.
The most basic protection consist of eye and ear protection and proper clothing. I personally don't use ear protection that much, as the noise levels from mill and lathe are usually quite low and the amount of time I work is also quite low, but when using some very noisy equipment I'll grab earplugs. But eye protection is something I will not drop off for any reasons because you can machine even if deaf, but without vision it is pretty damn hard! And it is not even close to fun to have to go quickly to emergency reception at your hospital because you have a metal chip sticking out of your eye. And the worst case is that it is steel: It starts to rust immediately in the eye fluids and that will cause you a nice infection! If it isn't steel, but brass for example, the doctor won't get it out with a magnet.
My own protection set consist of a cheap set of earplugs or earcups, these cost me about 5 EUR. The eye protection goggles (not the one in picture) cost 19 EUR, as I wanted ones that fit nicely to my head without giving me headaches and that they really protect my eyes. If working with a grinder, a dust mask is bare minimum addition to keep your lungs working the next day. Some metal dusts are toxic and can cause all kinds of nasty things.
The most common illness you will get is metal fume fever which most commonly comes from welding or heating zinc plated (galvanized) steel. I have had this a couple of times after turning galvanized bolts in a lathe and I had flu like symptoms and felt like my hands were in fire inside and they were quite ichy for a couple of days. Not fun, trust me.
I also have an apron made of some very slippery fabric (thanks to my mother) which protects my jeans and T-shirt from chips sticking. This one also has couple of pockets, the long one holds a digital caliber nicely, one pocket for calculator and what ever I'm using at the moment and the neck pocket can hold a small micrometer. The neck pocket swiwels so that if I reach to the floor, the pocket stays vertical and this prevents dropping a micrometer to the floor :) Only thing to remember is to just keep away from reaching anything over a spinning lathe or there is a risk of hurting very badly if that pocket graps the lathe chuck.
It is also good to have some sort of shoes on when working, it is easier to walk around the shop room and to stand in front of the machine as you don't have to think of the stinging in your feet because of all those chips on the floor. I prefer shoes that have a reinforced toe areas, this prevents broken toes if you happen to drop something on it. Some old shoes work just fine as workshop shoes, just don't walk around the house with them as they are probably full of oil and debris after a while ;) At home I just use regular flipflops, they are comfortable and breath nicely and almost always the parts that I'm handling are small and thus light in weight.
Hand protection is not that necessary, but it is handy to have a set of knife proof gloves that prevents getting sliced with sharp metal edges that might be prsent in tools and workpieces from time to time. My own gloves cost about 5 EUR for a pair and they have saved my hands multiple times from small injuries. I suggest not using gloves when machining because the gloves might get caught in a spinning work or tool and they will pull your whole hand with them. Also the ability to sense things like small vibration decrease when wearing gloves.
What is proper clothing then, I hear you ask. Proper clothing means that they are comfortable, won't hang and if possible, made of natural fibers so that they won't burn. Nylon and other artificial subtances burn like hell when given a spark or a flame and some artficial fabrics will first melt and then burn. Imagine molten plastic (burning) on your skin...it ain't easy to take off, is it? Even if you don't do anything regarding high heat, flames or sparks, Murphy's law says that you will get yourself in fire some day.
My own preferable clothing is some old T-shirt that can get dirty (it will, trust me) and jeans. This provides some pockets if in need and are comfortable.
If your work involves working with flame, sparks or high heat (welding, cutting with torch), I suggest you to wear a thick leather apron, leather gloves (pig skin works fine) and other necessary protection. The leather provides shield from sparks and hot metal blobs that can and will jump around the workarea when welding or cutting. In my leg is four months old wound that was caused by a glowing bright red metal blob dropping from the plasma cutting work on to my lap. I was not wearing a leather apron at that time and after getting that on my leg, I spent 10 minutes searching one ;)
So what I wanted to say is use protection at all times or when in doubt and work safely :)