If you are going to stain it then yes you need to sand the finish off (Wear a dust mask just to be on the safe side). Personally I hate staining wood as I like looking at woods natural beauty but to each there own. You can find stains made for making walnut's sapwood darker to match the heartwood but I'm not sure about things sold not stateside. You can ask around at local wood and hardware shops or the internet. It looks fine to me although the door on the right seems to be sagging a little. Good find though it looks quite nice.