Corrosion Protection
Alclad is a coating of pure aluminum applied over the alloy sheet, as Kyle said, for corrosion protection. The sheet material used in RV aircraft is 2024-T3 a copper based high strength aluminum alloy. It is available in bare (no cladding) or Alclad which is what is supplied with the kit. DO NOT REMOVE ALCLAD.
Van's assembly instructions tell you to primer all non-alclad parts, again as Kyle said, these will be other alloys such as 6061-T6 extrusions. The instructions also say primer is optional for alclad parts. This has been discussed at some length, see "Primer Wars".
Most certificated aircraft are not primered and for the most part are still in service after 50 years with little corrosion. However, this depends where the aircraft spends it's life, coastal/high humidity areas are the worst, desert/dry areas are the best.
In my view, Alumiprep 33 etch, Alodine 1201 followed by a two part epoxy primer is the best solution as I live in a coastal/high humidity area. However a single stage etching primer should still give good protection. Another way to provide internal corrosion protection is to apply Dinitrol or similar spray to a completed airframe. However this will bleed out the lap joints, so the external surfaces should be painted first. It also stays somewhat sticky, so is less pleasant for maintenance or installing equipment after application.