Wearing a golf glove is not a requirement to play the game, but it is recommended.
There are some pro players - Hall of Famer Fred Couples, for example - who do not wear a glove. They are rare, however, and golf pros will always recommend the use of a glove.
The reason, as Johnny Miller has written, is that the human hand simply isn't as tacky as the material used in golf gloves. Especially when the golfer is sweating, or when grips are wet. A golf glove will provide a more secure grip on the club.
Most golfers wear one glove, placing it on the lead hand (the lead hand is the hand that is highest on the golf club when you grip it - for right-handed players, the left hand; for left-handed players, the right hand). Some golfers do wear gloves on both hands - such as Tommy "Two Gloves" Gainey - but one glove, placed on the lead hand, is the norm (two gloves is rarer than no glove).
Gloves are worn on the shots from the tee, from the fairway and into the green. Most (but not all) golfers who wear a glove remove it for putting. The putter, after all, isn't going to fly out of your hands since the putter swing is a much gentler motion. Also, some believe that keeping the glove on for putting reduces feel.
So here's the advice: Buy a glove and give it a try. See how it feels, and as long as you're comfortable wearing one while you golf, it's a good idea to do so. If wearing a glove makes you uncomfortable, you can play golf without one. Just pay attention to keeping your hands and the grips on the clubs dry before each shot.
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