This can be done either with opera gloves (which generally go to mid-bicep), or with a zentai suit. You can either track them down in your desired color, or buy them in white and spray or brush it with thinned acrylic paint. Be careful that the paint doesn't cause the fabric to stick to itself while drying.
For the nails, you can use press-on type nails, or just cut out bits of sheet-plastic.
Unless you've got skills, avoid sewing your own gloves whenever possible. They are a pain in the butt.