What are these welts that appear right after i scratch my skin?

Dermatographism: Welting of the skin immediately following rubbing is called dermatographism or dermatographic urticaria (medical word for hives). It suggests that a cell population in your skin, called mast cells, are releasing histamine. It is seen in 4-5% of people. In most cases a cause is not discovered. If it bothers you, try antihistamines like zyrtec or Benadryl (diphenhydramine) (check interactions and contraindications).

Hives (urticaria): Hives are "an itch that rashes" - the itching comes first, you scratch, then the hives come up. Scratching releases a substance called histamine, which causes the characteristic "wheal and flare" skin reaction. It's annoying, but not usually dangerous - although in severe cases your throat can swell. Try allegra, (fexofenadine) which is now otc - but if you ever have trouble breathing, get to a doctor pronto.