Some things to try:
- even though it's "unfinished" it may have a sealer applied which prevents stain from getting 'into' the wood, versus 'sitting' on the wood. I'd test sanding an inconspicuous area (like the underside of a chair) with a 220 grit paper, removing dust, and then applying stain.
- If the above doesn't work, sand and clean and apply a gel stain. It might take a couple applications, but worth a test.
- If the above doesn't work, let the gel stain dry, and then get a product called Sealcoat. It's shellac based. Dilute it with denatured alcohol at a ratio of 2 parts Sealcoat and 1 part denatured alcohol. apply to the test area. It will dry in about 1/2 hour. At this point you can test a variety of stains or gels to get the color you want. If the stain or gel isn't right, remove it before it dries with whatever the appropriate solvent is. The shellac won't be affected by either paint thinner or water, so you'll have a "good" base to test another color stain or gel.
Let us know how you make out
Bob "Boardman" Borders