One of the few down sides of needle felting is the pain when you stab yourself with the needle, and you will stab yourself. If you don't mind the pain and the bleeding then go, do your thing.

If you're not into that though then I definitely recommend investing in some of these finger protectors.

I apologize to those of you who don't agree with the use of leather as these finger protectors are made of it. I haven't yet found another material that does as good a job at protecting your fingers. When I do I will change, until then I leave it up to you whether you want to buy and use these or not.
You will receive one pair of finger protectors. 
Colour may vary. 
Each pair of finger protectors come in a resealable plastic bag for you to reuse.

Leather Finger Protectors