Well. While some treatments can be stained right away you have to wait six months to a year to finish most treated lumber. You will just be wasting money if you try to race this.
Thereafter, you can pick a color stain you like. There are some stain colors specially demonstrated as to what they will look like on treated lumber and some that will perpetuate the treated look if you like it. Try a little to see how it blends with the greenish tint still in the wood.
Generally your stain options will range from a semi-transparent stain that has some pigment in it but will still let the treated wood color and grain through to a semi-solid with more pigment that will block much of the color of the wood but still let the grain show through. Some solid stains say they can be used on horizontal deck surfaces, and they block all color in the wood and start to hide some of the grain. I don't think they hold up especially well under foot traffic unless you cover them with an outdoor area rug or something.
Whatever you use, you should plan to add maintenance of the deck to your regular schedule and plan on re-staining or at least touching up every 3-5 years if you use a quality product and less with a box store brand. If you get more than this you will be a happy camper. If you get less, you will have planned for it?