Raw Wooden bed

I was not happy with the wooden bed delivered to me. Firstly, the Zina double bed plank surfaces were rough like raw planks. Secondly, the bed came stained, so if you sand it down after the staining, the colour comes off unevenly. Thirdly, how can you stain the planks before sanding it to a smooth surface. Fourthly, I have no choice but to seal the planks now without sanding. I did contact the store before delivery about the staining, colour and if it was sealed or not, but I did not know that the wooden planks would be so rough.