This page contains basic stick and MIG welding information for a basic welding class. It is still under construction with new material to be added frequently.
The GoWelding.Org site has a basic introduction to stick welding including rod selection. Note the picture of flash burns from exposed skin.
Lincoln Electric has a complete FAQ on welding and electrical safety. One of the key points is to never touch the electrode, electrode holder or the metal you are welding with bare skin or damp gloves.