Yes, the veneer is very thin. If you've stained the veneer at all, then you've probably raised the grain a bit and it may benefit from some fine grit paper very lightly dragged across (not pressed into) the surface to pull off the loose fibres.

Otherwise, only consider sanding if it needs sanding. It's normally been sanded once at the factory (which has made the veneer even thinner than it started out), so it really is best to avoid sanding any more if you can.

What finish are you planning to use? If you are going for anything glossy/shiny, then build up enough depth of that finish so that you can sand that back flat and then polish it without risk of sand-through back to the veneer.

But before doing any finish, do check for glue spots, and then check again just in case. Far more important finding and dealing with those than sanding the veneer.