It depends on what you stained it with.
If you used straight up stain, but have not yet applied a protective coat, such as polyurethane, shellac, or varnish, then you can stain straight over it.
If you used a wood finish like Minwax or any other product that is a stain and a protective coat in one, or if you've already applied shellac, varnish, or poly, then you need to either sand the surface down to the wood, or use a chemical stripper to take the finish off. In either case, don't expect the stain to look perfect when done.
The other thing you can do if you applied a minwax product is to try going over it with additional coats to darken it up.