Some woods take a dye or stain very evenly, some do not ("blotching"). Dyes are very finely ground, so fine that the color actually an penetrate into the wood. Stains may be just pigment, or a combination of some dye and some pigment. Pigments are larger particles that sit on top of the wood, so a drying binder is needed to keep the pigment in place - linseed oil is a very common binder. Because they penetrate the wood, dyes do not obscure the figure and character of wood the way a dark stain, or multiple applications of a light stain, can. Because they penetrate, a dye can be used on wood that has been planed or sanded to a very fine grip. Because they need to be trapped on the surface until the binder dries, some stains suggest not sanding beyond 150 or 180 grit.
By all means experiment on scrap wood.