Ok, this is a big question, but I will get it down to 2-3 things.
1. if there has not been any coating/sealer/preservative added to that deck, and it is clean with no mud/dirt/debris, then lightly sand it, blow it off, then stain it. 80 grit maximum. (to be read, not 100 and up, it can close the pores in the wood)
2. if there is no coating/sealer/preservative, but it is dirty because food has been dropped on it, muddy feet, animal droppings, then clean it. Use sodium percarbonate and water, get a stiff brush, brush it, rinse it, rinse it, rinse it, let it dry, sand any conspicuous marks in a very wide area, then stain it
3. if there has been a previous coating applied to it, sand it out (heavy sanding including using a random orbital floor sander which you can rent), chemically strip it out, wash it, let it dry, stain it. I normally tell people at this step, depending on what they put on it, call a contractor. You can do a lot of harm here.
That is the .02 short version. If you want the really long version, you'll have to go to some trainings.