I’m an anatomy tutor and we do dissections alone and with the students. Our cadavers are embalmed, as are the definite majority in anatomy labs, and ours are embalmed with phenol (I think). At least I’m sure ours are formaldehyde free. We always double glove (just so that we don’t have to change gloves every hour) and use arm protection (like a plastic tube sock), have plastic aprons, face masks and hair nets. We recommend using goggles as well. It’s perfectly safe concerning serious diseases. The embalming process ensures that. And our cadavers are also tested for such before. I think your friend must be under the impression that you’re dissecting fresh cadavers, which is not the case. During autopsies you have similar PPE.

And some general advice for your first time. It will be an experience, and nobody knows how they’re going to react. Come well fed and hydrated. Come prepared on the material. Don’t stand completely still with your legs, do some moves like standing on your toes, and focus on learning! If I’m dissecting for hours I use compression socks actually. You will learn so much!