re: I want to learn to weld..

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Just so no one gets confused MIG, TIG, and stick all need shielding gas to work correctly. The shield gas in stick welding comes from the flux on the outside of the stick vaporizing. MIG and TIG (the IG stands for inert gas) get the shield gas from a separate tanked supply, usually CO2, Argon, or a mix of the two. If you use MIG or TIG wire without shield gas you will get a shitty looking weld that is almost certainly contaminated. What you are generally seeing when a person uses a MIG welder and no separate shielding gas supply is them using flux core wire. Flux core can be used in a MIG welder but is basically stick welding where the stick is replaced with feedable wire and the flux (which provides the shield gas) is on the inside versus the outside of a stick welding electrode.

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What Obtuse says here ^. The flux/shielding gas creates the environment for a clean weld whether it comes from inside or outside of the stick/wire.

Edited to add- you weld in a “cloud” basically.