If you see a white film on your veneer, this is probably caused by water damage. You may see this on coffee tables where someone has used a cup without a coaster. The heat loosens the veneer surface, and the water seeps into the first layers of the sealant and stays there. You may be able to use a hairdryer to evaporate the ring, but wiping it away with steel wool and re-sealing the surface will likely be a more effective solution.
A raised grain is similar to the white ring problem, except instead of noticing a color you'll notice bumps or granules along the surface of the veneer. Sometimes this is caused by excessive moisture in the veneer, but it's often created by outside sources such as high heat. This problem isn't something you can easily wipe away. It usually takes detailed sanding and refinishing to fully fix, since the grain itself has the problem and not the outer surface of the paneling.
The varnish or stain you use on the veneer may need to be wiped away, too. This is especially true of gel stains and other thick finish coats that you should apply liberally. Some residue will be left over, and you need to wipe it away after you finish your work. Otherwise, cracks and scales can develop in the finish, and this also requires sanding to effectively remove.
As you finish and maintain your veneer paneling, you may encounter a number of other substances you need to wipe off. Dust and grit from sanding must always be removed before you apply a new coat of finish. If you're attaching panels together you may accidentally spill glues on the veneer that should be wiped away as quickly as possible to avoid additional damage.