Tips and Mods
Yo-Yo Gloves
Sometimes gloves are used for yo-yo play. What looks strange at first sight, has some sense if you take a deeper look. Apart from the appearance and other fashion aspects, gloves are generally used if the string should slide better over the finger. So if it is warmer and fingers are sweating or as a protection for the hand. The glove should not change the feeling for the yo-yo. Therefore, thick winter gloves are not useful. Mostly billiard gloves are used. The ring finger and pinky are not covered, but this is OK, as with those fingers anyway not much is being done and the higher friction at these fingers (compared to the fingers in the glove) can be used for various tricks.
AA players are also using long forearm protectors, to protect the skin at wrap tricks. Here the string is pulled very fast around the arm.

Billiard gloves are very good as a yo-yo glove, when they are smooth on the skin and have no velcro or similar. Since billiard gloves are not designed for yo-yo play, they wear out after some time and get holes.
There are also special yo-yo gloves: Like the glove from Duncan which is very similar to a billiard glove. A long lasting glove is the Yo-Glove by Knit. The surface is not so smooth, but it plays very well. Many of the gloves can be used for both hands. It is also common to wear a yoyo glove only at the non yo-yo hand.
As an alternative to the glove baby powder is also very popular. This helps also against sweaty hands.
If your finger hurts where the loop of the string is, then you also can tape this spot. For e.g. with special yo-tape or micropore. Leukosilk is smooth and can be used for hurting spots where the string should slip over the skin.

Yo-Yo Glove

And some pictures:

Knit Yo-Glove:
Knit Yo-Glove

Billiard glove
Billiard glove

Very used yo-yo glove
Very used yo-yo glove

Billiard glove with velcro
Billiard glove with velcro!