I bought some copper coated steel rod from a buddy, I was wondering if it's safe to weld on it ? Plan to use it for a gate.

I guess it depends on how much copper coating is on them. A lot of welding rods (tig filler and gas rods) have a thin layer of copper on them to prevent oxidation. Weld outside or don't inhale the fumes like with most welding and you should be ok.