That's a kitten for ya!  They want to play and that's how they do it.  But
you can train them out of it.  First of all, rather than your first instinct
of pulling away which will just get you more scratches, play dead with your
hand.  No fun playing with something that's not moving.  At the same time a
stern NO will eventually get them to realize that means let go and this is
not acceptable behavior.  Kittens are kittens tho, you're gonna get a few
scratches.  I'd suggest buying a kitten mitten which is pretty much like an
oven mit.  And put it on and play with your cat to wear it out.  Then you
can have cuddles without it turning into playtime.