@clintflint - It's probably not as bad as the kinds of calluses that people get when something is actually rubbing against their skin for long periods of time. When you write, the pen generally doesn't rub against the skin, it just presses there.
But people who get callused skin from sports or from labor tend to get very rough patches and they can be irritating. My father had quite callused hands from playing basketball all his life. They actually felt rough to the touch and sometimes his fingers would bother him because the skin would crack around the calluses.
He used Epsom salts and they seemed to help quite a bit, although I don't know if it was the hot water or the salts that was helping. It wasn't vanity so much as just necessity as the skin was really annoying him.