I would agree w/dphariss (above), some walnut does not require a stain ... a stain may even darken it too much.
A walnut technique I've used with pleasing results is, after applying a sealer such as very thin shellac, wet sanding (320 to 600 grit) using the finish to wet the sandpaper, create a slurry of wood/finish, wait 30 mins(if the finish is too tacky, wait less time), gently wipe off with a cloth, wait a day, repeat. The wood/finish mix gets into the walnut pores, eventually filling them up. Some contemporary finishes may contain a filler, but I like using the wood from the piece being finished. My technique may take 8 or more applications!
Scratches, nicks, scrapes, etc seem easy to repair using just a smear of finish hand-rubbed in.