If you use Proofgrade from Glowforge, it comes already masked. If not, and you are going to paint it anyway, I wouldn’t bother with masking.
When you get your machine, be sure to run through the first projects that Glowforge suggests–they will teach you a lot about how your machine works. If you are looking for a Newbie thread with a bunch of tips for new users, you might check out this one: