I always try to minimize any risks associated with my projects, but assuming a mistake was made and I were to be zapped/jolted by it, what could I expect?
You could, at a minimum, expect it to be really, really painful. A high voltage jolt will cause a muscle spasm which feels like being whacked with a large object, which may leave your muscles feeling sore for some time afterwards. A related danger is that you may jump violently and injure yourself by banging your head or other body parts on nearby objects.
If the shock happens to go through your chest then you could risk death through disturbance of your heart rhythm, but if you keep one hand behind your back the risk of this will be minimized.
Do not rely on gloves to protect yourself. The kind of glove that would insulate against a multi-kV potential would be too thick and heavy for any detailed work.
Just follow normal safety precautions: unplug and switch off before touching anything, and discharge any capacitors first.