Transfer of Negative Energy
It's not really about "protection", unless you truly see it that way.
If you are practicing Reiki and treating yourself daily, you are probably well grounded anyway.
But - before your treatment take a few moments to connect (with your power source, the earth, your guides, God, etc) to clear and ground yourself.
In most reiki classes the instructor will give guidelines on drawing energy from above and below, and forming a protective "egg" around yourself.
Without a doubt there are people whose energy seems to feel very draining. And there are probably some people out there that you will not feel comfortable working with and should probably avoid.
But some people take great pride in how "sensitive" they are, how they take on other's feelings and emotions. (Not saying this is you, just be aware of it).
When YOU are peaceful, calm, and grounded you are in the best space to be giving any kind of energywork.
When you are NOT, you may feel anxious, fatigued, unsettled. Is it the client's fault when this happens? Not really...just a sign to the practitioner to get clear on their own energetic boundaries and intent.
eta - "negative" energy doesn't really transfer to you in a reiki treatment...both you and client are receiving reiki. If it helps - you can visualize any "dis ease" or "negativity" in client as melting away down into the earth. Mother Earth cleanses and transforms all energy.