When setting up a well equipped electronics lab or test bench, there is a proper sequence in which these items should be connected. They are: Isolation Transformer - Variac - Dim Bulb Current Limiter. This video explores the reasons for this sequence.
Disclaimer: If you are uncomfortable working around high voltages, please seek the help of a professional, licensed electrician or electronics technician. There is nothing to be fearful about working with these devices but a healthy respect for the effects of electrical current on the human body is always advised.