The second answer is that assuming you want to go with a respirator (reusable) instead of a mask (disposable), look for one that has a good variety of interchangeable filters. This will allow you to use it for many different tasks in the shop, such as painting. A good dust filter won't stop paint fumes.
Today it is widely accepted that commercial woodworkers should wear a respirator around dust producing machines. In a residential environment where dust collection systems are often not present or inefficient, this rule is of critical importance.
This is an important safety gadget you should get especially when your work produces particles that pollute the air like the case of wood sanding. There are lots of respirators out there, getting the best respirator for wood sanding or every other dust particles can be involving.
Dust-stopping masks fall under the category of "air purifying respirators" because they function as a filter, cleaning out the air and blocking small particles from passing through the cloth-like material. It makes breathing safer in an area where woodworking is done.
Dust Mask Anti Pollution Respirator PM2.5 Dustproof Safety Mask Washable and Reusable with 8 Carbon N99 Filters for Pollen Allergy Woodworking Mowing Running Outdoor Activities, 2 Packs (Black)
If you can smell the wood being turned then you're breathing wood dust. With a full size or larger lathe, I don't see much likelihood of catching more than a small part of the dust. However, a DC or shop vac would be great for catching dust while sanding. I would definitely use respiratory protection with larger lathes turning large pieces.