Galvanized steel has a thin zinc coating on the surface. This coating greatly increases corrosion resistance, while being more scratch resistant than paint, so is very commonly used in outdoor applications. Zinc contamination is not ideal in a weld, so the best way to weld galvanized material is to grind off that coating around the weld area. However, this adds extra work to the job and many would prefer to weld through the galvanized coating.

The fumes given off by welding zinc coated metal are hazardous for your health. Breathing protection such as a PAPR welding helmet is ideal. Drinking milk does not cure the effects of breathing in the fumes, however it might make you feel somewhat better in the short term.

What processes are appropriate?
TIG welding galvanized steel is absolutely not worth the trouble as the zinc coating contaminates the tungsten electrode.

MIG welding gal can work. Flux cored (both gasless and dual shield) wire is ideal for welding galvanized steel, as the flux has an active cleaning effect not present in solid or metal core wire.

Arc/Stick welding gal can work, 7014 and 7024 rods are ideal as their slow cooling helps to allow for contaminants to be pulled out with the flux.