I applied poly after staining what I thought was a smooth surface pine board. Rough when first coat dried. Sanded it lightly and is fairly smooth. I want to apply another coat but dust is sticking to some semi rough spots. Afraid to sand further and get into stain. Should I keep going to completely smooth out? How do I remove dust b4 next coat of poly?
Some roughness is perfectly normal after the first coat of finish has dried. You don't always have to do it but it is quite common to have to sand lightly (just enough to remove it, no more). This is generally referred to as 'de-nibbing'.
Sanded it lightly and is fairly smooth. I want to apply another coat but dust is sticking to some semi rough spots. Afraid to sand further and get into stain. Should I keep going to completely smooth out?
It's hard to say I'm afraid without pics to give guidance, but if it's minor enough you can 'bury' it in the finish by just applying more poly. I would suggest you apply perhaps three more coats, then lightly sand one more time which should skim off the top of any raised texture, then one light application of poly as a final coat to finish off the surface.
How do I remove dust b4 next coat of poly?
You can also use a finishing product specifically intended for this purpose called a tack cloth which is exactly what it sounds like, a tacky cloth, but it's really not necessary.
You can simply brush it off with any suitable stiff-bristled brush (even an old toothbrush if you have nothing else suitable). The brush should be clean and dry.
Or, if the texture is not sharp enough to snag fabric, a microfibre cloth works great for this. Note: any microfibre used for this should be new and kept for this purpose in a zip-lock bag or a jar with a lid. It should not have been used with a cleaning or polishing product beforehand, even if laundered afterwards. This applies most especially to any polishes that contain silicone, something that should come nowhere near a finishing job.
See previous Q&A for more if interested, How to remove dust after sanding before applying paint/oil/glue?
From your Comment:
grey tint after sanding
It's normal for finish to look slightly grey (or clouded, or milky) after sanding because you've scuffed the surface and the scuffing scatters light.
If you wet a finger with the solvent for the varnish and just wipe a spot this greyness should completely disappear until the liquid evaporates. The next coat of finish will do the same thing but permanently.