Bill, welcome and morning...... Depends what the stain is.... If it is pre stained from China, I wouldn't use it... Kind of like eating food from there... LOL.... If you use it, one thing I would do is operate the smoker at temps higher than you expect to use it, for many, many hours to drive off any volatiles from the wood and stain.... You could also run the wood through a planer to get rid of the surface coating, if you have a planer available to you... Sanding may not be a good option as the wood dust could be harmful.....