What can I do with rough cedar trim that's stained and splintery?

Where is the cedar and what is it being used for? I would recommend giving it a good sand

Sand it, prime & paint it, or just clear polyurethane if you like the natural wood look.

Sand it,as well as you want to get to desired smoothness,or just use wire/or stiff brush to flatten knock off some roughness,then restain or leave it to naturalize; cedar needs to be left unsealed or painted so it can serve it's purpose "repel bugs" it can be bleached to lighten use a wood bleach to do this then apply oil. "A proper finish keeps rough wood supple, prevents it from fading, cracking and enhances its natural beauty.The use of rough lumber/hardwoods is expensive & on the increase in upscale, high-end homes and businesses. It's used for open beams, trim, panels or anywhere that contractors, designers or homeowners want to add a lodge-like feel to the room. It's ideal for a robust bed frame, structural supports, shelving, mantels or even entertainment centers." Boiled linseed oil and polymerized tung oil are two common products for finishing rough lumber. Boiled linseed oil is the least expensive, but it takes longer to dry than tung oil, and doesn't provide the water-resistance of tung oil. Tung oil highlights grain patterns better and is more aesthetically pleasing than linseed oil. use cloth or sponge and dab oil on rough cedar to get it in all cracks and crevices let soak in then do it again be sure to protect floors from drips.