go read all about henna at http://www.hennapage.com
Very, very extensive resource. EVERYTHING you need to know is there. Just stay away from so-called "black henna."
I started doing henna about 2 months ago and I always have my left hand done from fingertips to near-elbow. One thing you should know is it stains lighter and fades away quicker the closer you get to the trunk of your body. (look up the sections on how henna stains and where it stains best on the hennapage.) So, my palm design might linger 4-6 weeks but farther up my arm is pretty faded in a week or two. I usually trace over my designs every week or so to keep them looking good.
So, why do you want sleeves done if you don't wear short sleeves? No one will get to see it!