The 0000 steel wool works great as Philboyd previously stated. Make sure that you apply some masking tape on the fingerboard. Believe it or not another great wonder of the world that works well is toothpaste. It is a little messy, but a mild abrasive. You may want to examine the frets, that they are not worn and grooved. If this is the case and have no experience at filing and crowning, consult with a local reputable luthier, if the frets are too worn you may need the frets replaced. Philboyd also mentioned applying Boiled Linseed Oil to the fingerboard. I have heard of this practice in the past however, I have never tried it. Linseed Oil is a very superb protector of all woods. Ol Philboyd has got the gears between my ears thinking here.
I was turned on to Lemon Oil by a ledgendary luthier many years ago, and for well over 25 years I have never experienced a problem with it in all the guitars I have owned or repaired. Also in recent discussions with fellow techs on the use of Orange Oil is not much recommended. I feel that it is more harsh and acidic than Lemon Oil. Lastly, I can't express enough on the subject of Humidity. I live in the Midwest and ,the humidity levels throughout the winter months is like a Roller Coaster. I apply Lemon Oil a bit more frequently when I change strings during the winter months more, versus the summer months. Playing time is another factor as well as clean and dry hands. Solid body guitars are a bit more forgiving than Acoustics when it comes to humidity.
Happy Pickin' Kennyboy