Unfinished wood is porous, and it soaks up grease and oil like a sponge, which is why most wood around the house has some type of protective coating. If you have paneling made of cedar, though, a finish will prevent the natural aromas from circulating. Moreover, the texture of rough-sawn paneling and some furniture may suffer if you coat it with a finish. The trick to cleaning unfinished wood is to avoid anything that soaks into the wood, including household cleaners. You have a powerful tool at your disposal that you can't use on finished wood -- sandpaper.
Dust unfinished wood with a paintbrush that hasn't been used for painting. Brush with the wood grain -- as if you were painting it -- to avoid creating visible dust streaks.
Wipe down the wood with a damp cloth to remove surface scuffs and other dirt you can't brush away. To avoid raising the wood grain, wring out the cloth thoroughly before using it and wipe lightly.
Sand out scuffs you can't wipe away using 120- or 150-grit -- or finer -- sandpaper. Sand by hand, going with the grain of the wood, never against it. You may be able to sand out grease and oil stains as well, but these often sink too deeply in the grain to be easily removable.
Remove dye stains, paint and wood stain splotches and crayon marks with acetone or lacquer thinner. Wipe the affected area with a cloth moistened with the solvent to remove the bulk of the stain; then sand off the residue with 150-grit sandpaper. Neither solvent will stain the wood and or raise the grain, but some residual odor may linger for a day or two.