I ordered a new console from Classic Industries. It only comes in black, so I ordered an aerosol can of OEM spray dye. When it comes in, do I just spray in on, or are there some other preperations I need to make?

When I vinyl-dyed some parts a few years back, I wiped all surfaces down with paint thinner to remove all grease/grime/oil, etc... then went ahead and sprayed the vinyl dye.
It turned out really nice.

scrub the heck out if it with soap/ammonia combo. then prep with wax and grease remover or mineral spirits or prep solve and spray LIGHT even coats repeatedly. It will come out nicely.