Mickey Mouse seems like an easy-going guy: approachable, friendly, somewhat freewheeling. So why the formal white gloves?
Mickey Mouse has worn white gloves since 1929, when he appeared in Opry House. Though he doesn't start out the short with them, by the time he gets to the end (having performed as a snake charmer, belly dancer, and long-haired pianist), he's wearing them. he goes on to wear them almost every time we see him since.
The simplest explanation for his wearing them is that white gloves allow audiences to clearly distinguish Mickey's black hands against his black body. (Compare this to movements by Felix the Cat, who doesn't wear gloves.) White gloves made it easier to draw gestures, and they were adopted for other characters even after shorts started being made in color.
Finally, white gloves differentiate the hands of talking animals from non-talking animals - think Goofy v. Pluto. (Of course, there seems to be a lot more differences between those two dogs than just gloves.)
