You're done! You could sand it. Seal it. Paint it blue or pink, I don't care whatever. I like it as au natural. Of course, I am going to sand it later when it is not too hot and humid. (You know it does affect the wood as it expands in humidity.)
Enjoy it and be green! Recycle the pallets instead throw good ones away. By the way, I also save the leftover wood, the ones was sawed off (for legs) for later use with other projects. Waste not.