If you are looking it only occasional, it's doesn't matter. But if your work need you to do it, Maybe you could consider get a pair of professional goggles. Because the magnesium burn with a burst of white light, looking for a long time will hurt your retina, so you'd better not look it directly and put on professional goggles to protect your eyes.
Well, in my opinion, you should not look at burning magnesium directly, or it will just be harmful for your eyes. And according to some experts, burning magnesium produces some ultraviolet light which can ruin your eye sight. And these ultraviolet lights are just so harmful that they may damage our sight, leading to some eye problems, such as pain in eyes, burning eyes. Also, blindness can be possible too. So you should wear the mask to protect your eyes from it.
It seems that you are really interested in watching people do some chemical work. But as far as I know, such magnesium particles and its glamour would inevitably do great harm to your eyes, leading to decreased vision and some other eye problems. And those workers wear eye shield. So you'd better don't do that again and try to protect your eyes in every facet.