Yes, if you have never done any woodwork where the various products are used, it can be a bewildering thing. First, there is such a thing as a wood grain filler. It is a paste-like material that is used to fill the grain on open grain woods like oak. You will have no need for them when finishing a gunstock because open grain woods are seldom, if ever, used for gun stocks. So, you can forget about that product for gun stock work. Then there is sealer, or it is also sometimes called sanding sealer. It has a thin consistency and resembles varnish. It can be used on gun stocks but will seldom be of any value for this aapplication. It's best use is when staining a wood that does not take stain well such as pine or poplar. If you first apply a coat of sealer to one of these woods, they will take a stain more evenly. Now we get to those things that will be of use when finishing a gun stock and that is stain and finish. There are many stains on the market and most any wood stain will work for staining a gun stock. You can go to any woodworking store, paint store, Home Depot, etc. and find good wood stains on their shelves. All will work for a gun stock. All you have to do is find one that looks good to your eye on the specie of wood your gun stock is made of. Different stains look different on different species of wood. There is usually a color chart in the store showing how the stain will look on different species of wood. Pick the one you like. You can also buy stains made especially for gun stocks by companies, such as Birchwood-Casey, and sold in gun and sporting goods stores. I am not convinced that they offer and real advantage over the good quality stains such as MinWax stains sold in paint stores. I have used both and now use MinWax stains as my stain of choice when I choose to use a wood stain. Actually, my real preference is either brown leather dye or Aqua Fortis. The leather dye is easier to use and is safer but the Aqua Fortis is what was used back in the day and still gives a beautiful color to a gun stock.
The last thing is finishes. I have used Tru Oil by Birchwood-Casey, Linspeed Oil, Formby's Tung Oil (wich is not really tung oil, it is just varnish diluted with mineral spirits). I have long made my own finish by simply diluting a good varnish about 50/50 with mineral spirits. I have used urethane varnish and had good results but I had a man tell me that urethane is not waterproof so he uses spar varnish rather than urethane varnish. I don't know about urethane varnish not being waterproof but I do know that spar varnish is the varnish of choice for wood that is exposed to the elements. It is the varnish that is most often used on boats. Thus the name "spar" varnish. Anyway, in order to get a beautiful finish on your gun stock, it must be properly sanded down to at least 220 grit sandpaper or finer. The surface of the wood must be clean and dust free. If you choose to use a stain, the stain of choice is applied and allowed to thoroughly dry. The surface of the gun stock is then de-whiskered by lightly running over it with a very fine sandpaper such as a 600 grit or finer. Then thoroughly remove the dust with a tack cloth. This will make the surface nice and smooth and ready for the finish. The finish is never brushed or sprayed on. It is applied by dipping your finger tips into some of the finish and rubbing it into the wood of the stock. Do a small area and rub it until it starts to feel dry. then move to another area and repeat until you have covered all of the stock. Hang it in a dry area to dry overnight. then sand with your 600 grit paper or 4 ought steel wool. Wipe thoroughly with a tack cloth and repeat the light application of another coat of finish. Continue this process for 5 to 10 very light coats. The last coat should be glass smooth and will be very shiny. Don't worry about the shiny finish, just let the finish cure for about a month so that it is thoroughly cured and nice and hard. Then go over it lightly with 4 ought steel wool until the surface is evenly satin all over. Next, use some 600 grit or finer wet or dry sandpaper (available in automotive parts stores in the paint area). Put a few drops of dish detergent in some water, wet the stock with the water and lightly sand with the sandpaper. Keep examining the stock in a good light to see that you are getting the finish to an even flat finish. Do not so this with dry paper, it must be wet. All sanding is done lightly, you do not want to remove the finish, you only want to dull it down to get rid of the shiny appearance but leave all of the carefully applied varnish. W you have it looking like you want, thoroughly wipe off the stock with a damp cloth and allow it to dry thoroughly. Then apply a good paste wax and buff it and you are finished with your stock and ready to assemble it with all of the other parts to make your gun.
When you are ready, we can discuss metal finishes.