Anna, Don't sand any more than necessary and use a fine grit. You don't want to lose the detail in the wood moldings. It depends on the shape of your moldings, but it sounds like some of the wood is carved. Hand sand that with a piece of 150 grit paper (a quarter sheet 4-1/2" x 5-1/2" folded in thirds long ways). You can either use a detail sander or sandpaper wrapped around a dowel for concave surfaces. The detail sander is ok for flats. Remember that pine is much softer than oak so be especially gentle. You just want to smooth the surface, not remove it.
Pine naturally absorbs stain in a streaky or blotchy manner. After the sanding, the next step is a spit coat made of one part shellac to 5 parts denatured alcohol put on with a foam brush. Be sure the date on the shellac can is no more that 6 months old and 4 months or less is a lot better. The spit coat will seal the pores so the stain absorbs evenly. Then lightly sand again by hand just to get any fuzzies. Sand and tack rag before you stain.
You can use any kind of stain but you will find Minwax the most available. It is a good product but usually doesn't look like the color on their brochures. Test it on a scrap piece of pine with a spit coat and you can mix colors if you don't get a color you like.
After that, you can apply the clear finish. Polyurethane varnishes are good and available. I prefer the oil based but it is harder to use. The water based is easier to use but still looks a little milky to me in some lights. The oil based will darken the stain color a little, the water based will darken the color too, but less so.
Let me know if you have more questions and how you are coming along. Henry in MI