Don't use one when playing a guitar through your amp. A variac is a tool used to bring capacitors slowly up to charge, it's not a volume attenuator. Use of a variac can damage your amp and/or ruin power tubes. That's not to say that everyone who uses one will ruin something (too many variables to make a statement like that), but it is very likely that you will cause damage using a variac improperly (use as a volume attenuator is improper use of a variac).
Lowering the voltage on your amp will likely cause cathode stripping on your power tubes, which can get very expensive if you have to replace power tubes after each gig. Raising voltage can blow out caps and cause all manner of problems, including fire.
I don't know what amp you are considering using a variac on, but if it's a modern amp you may also run into myriad problems in other areas. For example, if the amp is a channel switching amp the channel switching will cease to function at a certain lower voltage. Effects loops, some reverbs, footswitches, etc... may all stop working below a certain voltage threshold. EVH was mis-using a variac on an amp with an all analog signal path and turret board and chassis mount construction back when amps were ridiculously overbuilt. Modern amps are usually built just barely good enough to keep them from being returned defective to Guitar Center within the warranty period, and the components in modern assembly line amps won't take the abuse that the old amp would take.
If your goal is gain at reduced volume I would suggest one of the hundred different methods of achieving this that don't jeopardize your safety or equipment.
If you do use a variac on your amp and bad shit happens don't say you weren't warned.