For anyone who's ever had to work with fiberglass insulation, the itching sensation it causes to skin can be pretty intense.
While common sense dictates that you wear protective clothing (long sleeved shirts, gloves, long pants, goggles, and a face mask) to prevent the fibers from getting into contact with your skin, another way to keep the itch at bay is by rubbing some baby powder on other exposed areas like wrists or your neck which might not be fully covered up. If you don't have any baby powder handy, corn starch or plain talc powder should work just as well.
Should you somehow still get fiberglass insulation on your skin, it's best to take a cold shower followed by a hot shower. The cold shower helps rinse off any excess fibers while keeping your pores closed; the following hot shower will help open your pores to make it easier to scrub remaining fibers out.