Most coral and anemone stings feel rather like running into a knot of masking tape: sticky. Our skin is pretty thick. There are exceptions. If you get stung badly, hot water is the sovereign treatment. If you react to stings, you absolutely have to wear gloves. Some people hyper-react, and this can get bad for a hobbyist. On general principles, don't put a hand with a sore on it into tank water, and don't rub your eyes without washing your hands in soap: the medical book pictures of infections that can result from some of the exotic bacteria that come in with fish are not pretty.