Stevens recommended wiping a section with a cloth dampened with thinner. Under ideal circumstances, you'd always know what's on the surface now. However, circumstances rarely are ideal, so ask questions. Then you can get a bottle of the product, see what it's made of, and determine whether or not you need to prime the surface. Redwood, cedar, and fir are especially prone to tannins, which are water-soluble dyes in the wood, bleeding through and discoloring topcoats.
Alkyd primers tend to seal in the stains, as do some latex-based formulas.
Resins present a different problem, because they are soluble in alkyd paints. Some woods, such as fir or pine, that have not been dried properly may ooze resins, especially around knots. The problem is compounded if the boards are used on exterior surfaces where they are exposed to strong sunlight and heat, which can melt the glue and wax. Coating these surfaces with an oil-based primer helps seal the wood's pores and prevents these substances from migrating outward. If you immediately think of fences and balconies when you think of weathered wood, think again.