CONAN says you should always wear protection

Iconic as a loin-cloth clad CONAN might be, he does spend a lot of time wearing armour because of the obvious benefits. After an ambush by Picts that kills all his men, CONAN is asked how he survived.

"How did you get away?" He asked presently.
CONAN tapped his mail shirt and helmet.
"If more borderers would wear harness there'd be fewer skulls hanging on the altar-huts."

From "Beyond the Black River"
Page 458. The Complete Chronicles of CONAN.

Meet CONAN as he saves a stranger from a Pict archer

A young man meets CONAN after he has killed an archer laying in wait to ambush him.

The stranger was clad like himself in regards to boots and breeks, though the latter were of silk instead of leather. But he wore a sleeveless hauberk of dark mesh-mail in place of a tunic, and a helmet perched on his black mane. That helmet held the others gaze; it was without crest, but adorned with by short bull's horns. No civilized hand ever forged that head-piece. Nor was the face below it that of a civilized man: dark, scarred, with smouldering blue eyes, it was a face untamed as the primordial forest which formed its background. The man held a broadsword in his right hand, and the edge was smeared with crimson.
"Come out," he called, in an accent unfamiliar to the wayfarer. "All's safe now. There was only one of the dogs. Come out."
The other emerged dubiously and stared at the stranger. He felt curiously helpless and futile as he gazed on the proportions of the forest man- the massive iron-clad breast, the arm that bore the reddened sword, burned dark by the sun and ridged and corded with muscles. He moved with the dangerous ease of a panther; he was too fiercely supple to be a product of civilization, even of that fringe of civilization that composed the outer frontiers.

From "Beyond the Black River"
Page 432. The Complete Chronicles of CONAN.