It doesn't hurt to rub with a light gray or white Scotchbrite pad. This has a similar effect to burnishing. Don't scrub too hard or you will lighten your stain. Then start applying your oil in very thin coats. You might cut the first coat half and half; oil and turpentine.
See Mark's post above! He uses light gray or white.
SCOTCHBRITE GRIT CHART
3M Scotch Brite Nylon Pads:
7445 - White pad, called Light Duty Cleansing - (1000) 1200-1500 grit
7448 - Light Grey, called Ultra Fine Hand - (600-800) 800 grit.
6448 - Green (?), called Light Duty Hand Pad - (600) 600 grit
7447 - Maroon pad, called General Purpose Hand - (320-400) 320 grit
6444 - Brown pad, called Extra Duty Hand - (280-320) 240 grit
7446 - Dark Grey pad, called Blending Pad (180-220) 150 grit
7440 - Tan pad, called Heavy Duty Hand Pad - (120-150) 60(?)
Blue Scotch-Brite is considered to be about 1000 grit.
(The value inside the parentheses is directly from 3M.)
3M Chart
Less Aggressive --------> More Aggressive
7445 7448 6448 7447 6444 7446 7440
Finer Finish --------> Coarser Finish