Strip the paint or stain off of the desk. You can buy chemicals made especially for wood from your local hardware store. Some general department stores also carry stripping compounds.
Sand the desk once it's stripped. Choose a fine sandpaper that won't cut into the wood, but will take off any old paint or varnish that the chemicals don't remove. Use an electric sander to make the job go faster.
Choose a new color for your desk. You can simply paint the desk or you can stain it. If you like the color of the wood, choose a stain close to the natural hue. If you want something darker, browse the shelves at your local home improvement store. Test the stain on a part of the desk that isn't visible or on a piece of test wood. If you don't like the color, you can choose another without having to sand your wood desk again.
Add shine to your desk after you refinish it. This requires a varnish which can be sprayed or brushed on. Adding a glossy shine to a refinished wood desk makes the piece look brand new.
Allow every layer of finish to dry. Otherwise, you will end up with a gummy, uneven residue on your desk that requires you to start over.