How do you hammer a nail without hitting your finger all the time?

Hold the nail with a pair of pliers.

Or you could be careful and hold the nail very lightly between your thumb and index finger. Hit it firmly, but not so hard that the hammer will smash your fingers down into board you are nailing. Once the nail is started, you can move your fingers and finish nailing it.

Roofers (who use thousands of nails in a day) just lightly tap the nail to set it, then drive it home with a second harder hit.