Newbie:Pretty basic Q's re finishing

Apologies if this has been dealt with before but after trawling 10 pages of posts I can't immediately find what I'm looking for . .

I am in the process of making a Marri bookcase, have purchased the wood, and have just started biscuit joining the respective boards for sides, top and shelves. I have limited equipment, but plenty of perseverance . .

Firstly I presume that I will need to fill knots/splines with something (?epoxy)

Do i then rough sand only prior to assembling? Or do I finish all components to high level before assembling? Or after?

What is the process of wet/dry sanding - I have a random orbital sander - do I use this for dry, then ?what do I wet the wood with and how fine do I sand?

Lastly what will provide the most 'natural' finish to the wood - and how do I go about doing this ?(ie sanding between coats etc)

Apologies again for my complete lack of knowledge in this regard - I will be doing lots of googling tomorrow - but would appreciate a few opinions here if you have the time (in summary - a list of sanding/finishing steps from bare wooden boards to finished assembled bookcase would be great)

Thanks in advance..

<TABLE style=" 74pt; BORDER-COLLAPSE: collapse" border=0 cellSpacing=0 cellPadding=0 width=98><COLGROUP><COL style=" 74pt; mso-width-source: userset; mso-width-alt: 3584" width=98><TBODY><TR style=" 15pt" height=20><TD style="BORDER-BOTTOM: #ece9d8; BORDER- #ece9d8; BACKGROUND-COLOR: transparent; 74pt; 15pt; BORDER- #ece9d8; BORDER-RIGHT: #ece9d8" height=20 width=98>


</TD></TR></TBODY></TABLE>
If you want to use a natural oil then I would highly recommend the Livos Kunos natural oil sealer. It has enough waxes and natural resins to achieve a natural gloss look without creating a varnished layer.
It would be easier to sand each individual piece separately before setting up, it will be a lot easier to just touch up once you have it all set up.
Once you set it up and if you need to putty, the timber mate putty is one of the best one to use. Having such a variation in colour you can use a colour to match the timber or one to contrast, even black.
Sand up to 150 grit, dust off the surface, apply the oil and leave it to penetrate for approx 20 min. Wipe off what does not go in. By not sanding too finely, it will allow the oil to connect to the pores of the timber. If you sand too finely for a penetrating oil, you will “glaze’ the surface and the oil won’t penetrate as it should. (You can always work up to a fine furniture feel and look).
The next day, now you can start working on a finer finish. Lightly sand with e.g.220 grit. Dust surface, reapply another coat. Wipe off again after 20 minutes. If you want a shinier surface, next day do another coat and use a finer paper or apply a few drops of the oil with a white (non abrasive) pad on the orbital.
Whatever you choose, a pic of the finished shelves would be nice and good luck.