Some professional filleters prefer to wear a glove of some sorts but I don't wear them as I lose the feel of the fish when working at high speeds
. If you're working on a stable bench top and at a slow to moderate speed with a correctly maintained knife, this will help to diminish the chances of cutting yourself greatly. If you're working with a blunt knife you will have damaged or hacked fillets equating to less weight return and because of the extra force required to cut through the fillets against the bones, the chances of cutting yourself increases drastically. Keep in mind that the best time to sharpen your knife is when it's still sharp; if you're waiting until the knife is blunt you'll find that the process will take more time and a greater effort on your behalf will be required.