It takes quite a bit of effort to sand through veneer when sanding by hand. But machine tools can go through fairly quickly.
The critical thing when you sand through is to stop! If the sand-through area is small enough, you may be able to fix it by painting in some of the grain and figure between coats of finish. Small areas are usually fairly easy to disguise. Large areas are impossible.
So the question is, “How do you know when you have sanded through?” The answer is that the grain and figure of the wood disappear in a small spot, and that spot starts to grow larger.
Often, people see the spot and think they just need to sand more to remove it. The opposite is the case. Sanding more just makes the problem worse.