Summarize the following:
First, try to rub a baby wipe on the area where the marker has stained the wood. Make sure to rub with the grain, not against it. The alcohol in the baby wipe may remove most of the marker stain. You'll first sand the marked area with 80-grit sandpaper. This should remove most of the stain, but will leave some abrasive pattern behind on your wood. Make sure to sand with the grain of the wood, not against it. Go over the same spot with 100-grit sandpaper until the entire stain is gone. Again, sand with the grain of the wood, not against it. This should smooth out the area and blend it with the rest of the wood. Staining or finishing the wood will protect it from future marker damage. You can get wood stain at any home improvement or big box store.
Wipe the marker stain away using a baby wipe. Sand the area with 80-grit sandpaper. Sand the area with 100-grit sandpaper. Stain or treat the wood with finish.