Belt sanders remove a lot of wood fast. They remove even more if you go across the grain. Orbital finishing sanders move in a circle, so how you move on the board has no importance at all, you can't go in the wrong direction (with or against the grain) because it is orbiting around all the time no matter what you do. Some finishing sanders have an in-line function, and it should be operated just with the grain or it will leave marks.
Use rough or medium sandpaper to remove wood and get something flat. Move quickly over old varnish and paint to avoid melting it as that clogs sandpaper quickly and gets expensive. Use progressively finer grits only to remove the marks from the rougher grits. Do not sand beyond 220 grit or you could have trouble of stain not being able to penetrate the polished surface.