Keep 'em dry, and painting over them MAY help w/ the off-gassing. You may want to look into that if you are going to be out there a lot. Does your code allow unprotected OSB/plywood? Codes are always a concern.
If you're under the International Residential Code and are in a single family residence, there's no reason you couldn't use OSB or other wood panels on your walls. The only exception would be your garage walls, which require gypsum wallboard. OSB could be applied over the gypsum fire membrane though.