While I am not an experienced wood worker, I have done some, and have already learned a lot. In the past my projects were either left unfinished or were painted, but then I found shellac. Shellac can be brushed on, sprayed, or wiped on. It is also available in aerosol cans. Shellac dries quickly and cleans up easily with denatured alcohol. Typically only 1 hour is needed between coats.
I have used shellac on all the rocking horses I have built. On the rocking horses my finish schedule has been to sand to 180 grit, apply stain, then apply at least 4 coats of shellac. Sanding with 320 between coats. I have been very happy with how the finish has turned out.
So don't let finishing hold you back, give shellac a try and Get Woodworking!