Once you've picked out what type of stain you'll be using, application is easy. Use a rag, staining pad, brush, cloth or even your bare hands and apply a thin coat to the wood. Allow to dry overnight. If in the morning you decide you want a darker finish, apply a second coat and wait another twenty-four hours before moving on to the finishing step. Again, you'll have a large assortment of finishes to choose from.
Some finishes are hard and others are soft.
Some will give more protection and coating than others. Your first step is to determine how often your piece of wood will be used and what type of finish you'll then need to apply. Polyurethane Polyurethane finishes tend to crack, so they're best not applied to everyday chairs. Polyurethane is a very hard coat that doesn't offer much leeway. While it's perfect for tables and frames, it won't provide the protection you need for more commonly used items.