Does the stand need any finishing? I'd pick up some 220 and 400 grit sandpaper before finishing. I'd also get a can of mineral spirits or denatured alcohol.
Pour the alcohol or spirits on a rag and wipe it down 3-4 times, letting it dry between coats. This won't take long, maybe 2-5 minutes each time you wipe it, depending on the weather. This cleans out the wood, which sometimes still has sap or other stuff on it. If those are there when you stain, it will come out blotchy.
Next, give it a quick sanding with the grain using 220. When it feels smooth all over, raise the grain. Get a hot cup of water from the sink (hot from the tap, don't worry too much about this), dip a rag in the water, and rub the stand with the grain. You want to get it wet. After it dries,
you'll feel the grain standing up. Sand it back down with the 220 then raise the grain again. It'll only come up a bit the second time, then sand again with 220. This will keep the grain from rising when you stain. After this sanding, use the 400. You can go through high grits if you want it smoother.
Now it'll be ready for stain. There are a few ways to do this (e.g. chemical stains, aniline dyes, water based, alcohol based, and many others) but for simplicity, I like the Minwax oil based stains. Pick the color you like or you could mix colors to get the one you want. Simply wipe on with a cloth, let sit a few minutes, then wipe off the excess. You can do this several times to get the color you want.
Let dry a few days and finish with a polyurethane finish. You can get ones that wipe on and self-level. I think poly is the best for dealing with a potentially sweaty headband. You can also wax the stand after finishing. Like waxing your car, it offers additional protection and looks good.
