You should always wear safety goggles to protect your eyes. This is because certain chemical reactions produce minor combustion-explosions that may produce projectiles that can fly into your eyes and damage them. This is true especially when you are working with metals and other solid objects. Some chemical reactions that produce smoke may also irritate your eyes.
Other sources of hazard aside from the chemical reactions include the actual equipment you are working with. Most of them are glass and can break with very high temperatures and shards of glass may fly into your eyes.