Hi @Max6,
A warm welcome to the Bunnings Workshop community and thank you for your question.
Pine lining boards will usually come fairly smooth from the milling process, but it's always worth checking the surface before staining. Gently run your hand over the surface of the timber, being careful not to move too fast in case there are splinters. For any areas that feel a bit rough, give them a quick sand with some 120 Grit Sandpaper.
Combined stain and varnish products are a great option that will simplify the process as you will only need to apply one product. The stain will colour the timber and the varnish will protect it. My suggestion in terms of product is this Cabot's 1L Walnut Satin And Varnish.
Apply the product using a high-quality foam roller such as this UNi-PRO 100mm 9mm Nap Little Ripper High Density Foam Roller. Apply three coats of your stain and varnish, waiting 8 hours for the product to dry between reapplications. Make sure you give the surface a light sand with 240 Grit Painted Surface Sandpaper before applying the next coat to achieve the best results possible.
Let me know if you have any further questions.
Jacob
