The Armor of Mar is an ancient set of armor previously worn by Mar and is collected in full and subsequently worn by Jak in Jak 3. The armor is made out of precursor metal and consists of overlapping plates, attached to the body by straps. The armor doesn't actually increase your defence in-game, but increases Jak's Hit Points by 2 for every set worn.
The gauntlets (actually bracers, since they don't cover the hands) are found by Jak during the mission 'Race for artifacts'. After showing them to Damas (who explains where they are from) he is allowed to keep it himself.
The final piece of the armor is a chestplate that Damas gives to Jak after completing 'Defend Spargus from attack'. He originally intended to give it to his son but he never found him and eventually gave it to Jak (who turned out to be his son).