Virtually any hardware you get from a hardware store will have some form of
zinc plating. When this welded you'll see a stream of white smoke appear
when the plating first burns off. This is bad stuff and you don't want to
breath it in, so its best not to weld on zinc plated metal if you can find a
way around it.
If I have a big piece to weld on I'll dunk it in muriatic acid first. This
is cheap and available from most hardware stores however this is nasty stuff
also, requiring gloves and a face shield during use. Also you can't really
leave any of it around your shop as its fumes are extremely corrosive. If
you're considering using it definitely search the web on "muriatic acid" to
get some ideas on how to handle it safely.
When you dunk something with zinc plating in the acid it bubbles like hell
at first while the plating gets eaten away. When the bubbling stops its down
to the steel part and its time to get it out as the acid is now attacking
the steel. Carefully rinse it well in very hot water and then dry it with
compressed air and you're ready to weld.
However, if I just need to weld on nut on something, I'll usually use a
stainless steel nut, also generally available from most hardware stores and
you don't have to worry about this plating issue. The only downside of a
stainless nut is that its not as strong or durable as a regular steel nut.
However any nut you weld on like this is not going to be a strong as an
unwelded nut due to the loss of heat treating, so I don't use welded nuts
for anything that is highly stressed, or if I have to I would use an
oversized nut for the job.
By the way if you're doing a lot of these, unplated grade 5 nuts (a better
solution that a stainless nut) are available from industrial suppliers such
as www.mscindustrial.com but you'll have to buy a box of them.