How should I clean dirt stains out of Rough-Out leather?

If indeed it is roughout leather, I would let it thoroughly dry and then brush it with a stiff bristle brush. If there is still some discoloration, you can try putting cornstarch on it and brushing again. The warm water and soap won't hurt and a very very fine sandpaper is a good idea. But I would try to get most of the dirt out with a brush first.