People with reddish hair, fair skin and who burn easily are at the highest risk for skin cancer. (That's me!) It goes down as luv2chill said, with the darker your skin is naturally.
GL: Your GF is right, you can exfoliate first, I just do this so much it is all habit, and hard for me to remember all the tips. Exfoliation is very easy. All you have to do is soak in a tub for about 10 mins, and then use a slough (a rough washcloth works also) and gently rub your skin. It takes away all the dead skin and makes your skin look much nicer. Now if you don't exfoliate, don't worry. It is not like your skin is going to fall off in patches, leaving white spots behind.