For pine shelves, do I need to stain before applying polyurethane?
There's no need to stain if you like the color as it it. Staining won't do anything for you and will just take more time. Chances are that your boards might already be pretty smooth, so I'd start with fine sandpaper (200 and above), not rough like 60 grain, except on edges that have been cut. If you use 60 grain on a surface which is already smooth you'll make it rougher and have to work hard just to get it back to where it was before you started!