I would not try sanding any glue spots out - it is a recipe for sand-through.
Most people on here use Goof-off. It is an Acetone based product and will dissolve the glue which you then remove with a stiff brush (cheap tootbrush).
The veneer on these kits are 0.6mm thick at the most and the factory then sands them smooth. This means that the veneer could be as little as 0.3mm thick in places. You will know the thin places when you sand through!
As McCreed says, not much to be gained from black staining first.
If you apply the blue stain and rub most of it off then the quilt rings or ripples will absorb more dye than the whiter parts.
Go back with a second coat and the effect should be more pronounced.
Then keep going until you get the level of contrast that you are looking for.
Keep the sandpaper away until you get a few coats of lacquer on - I did on my ES-1GT.
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