If you don't have them, you can get these "canvas" sleeves to use with a t-shirt or other garment for extra protection. They are nice if you rest one arm on the welding table for support. They are about $10 at your local welding shop.
Don't forget to increase the darkness of your lens as you increase amperage of your welds.
Hi-freq. TIG will degrade cotton (as will MIG to a certain extent) and may not adequately protect you from the arc rays produced during welding. (ie: sunburn) But ANY skin protection is better than no protection!

True story: a cig. smoking friend of mine was welding when his jeans started smoldering from a bit of slag. After a bit of dancing and prancing to put the fire out, he felt he needed a cigarette. That is when we noticed the "almost" that fortunately never was. The bit of slag that caused the fire had also melted into his BIC lighter! One can only think of the catastophy that could of happened! The moral to this story is to not leave flammable items in your pockets unless you want your nuggets blown off and/or hair singed (if you don't have nuggets)(or worse)...