Don’t use too concentrated a dark stain. The veneer has probably been lightly sanded at the factory so is probably only 0.5mm-0.6mm thick. So it will only take one further light sanding. You don’t want to stain too dark/deep or you’ll need to sand back too much to expose enough lighter wood before you stain again.
And always check for glue stains on the veneer first. You can use water to wet the veneer, but it will raise the grain, so best to use methylated spirits (denatured ethanol), or turpentine or white spirit (a turps substitute). Areas with glue residue won’t absorb the liquid and stay lighter.
Any residue and you’ll need to use a strong glue remover like Goof Off (not Goo Gone) or just acetone. Best used in conjunction with a soft wire brush.
Staining without removing any glue will give very patchy results. Glue marks are often found around the binding (edges and F-holes) and along the central veneer join. Though you sometimes get the odd gluey fingerprint where less than normal care has been taken at the factory.