Most people believe that because the wood is new, there is no prep work needed before staining or painting. Fact is unless the new wood is properly prepared, any finish you put on the deck will not give you maximum performance.
New wood as it comes from the lumber mill has been sawn and planed with high speed equipment. As the wood is finished the heat and pressure from the blades compressed the wood fiber on the surface which gives the wood a shiny appearance. This is “mill glaze”. Stains and paints will not properly penetrate the surface of the wood as long as there is mill glaze (Bill Swanston, Benjamin Moore).
Prior to applying any coating to the wood the mill glaze must be removed. For this you have three options. Leave the wood out for two to three months so the rain and sun can get at it (still it will need to be cleaned before it is treated after all you would not wax a dirty car). Option two is to sand the lumber with the grain with 80 grit sand paper. The sand paper will cut into the surface removing the mill glaze and also any loose wood fibers and slivers. The third option is a chemical solution and a light pressure wash. Now that you have all the lumber prepped, no mill glaze is present, we now can look at staining or painting if preferred.