Note that if you're buying welding tungsten as a plaything, avoid the oneswith the red paint on the end - they contain thorium to improve the electrical arc and as such are a bit radioactive, and shouldn't be directly handled for long periods.
I'm a hobbyist tig welder. 1-2% thoriated electrodes emit alpha particles that won't penetrate skin. It's really only a risk if you breath in a lot of the dust created by grinding the tip of the electrode to a point. That said, ceriated, lanthanated and pure tungsten electrodes are widely available.
Indeed, the thorium ones definitely shouldn’t be put into a 5000 degree flame 2 feet in front of your head. All the other metals in glass work are bad enough.