Arthur, et al.;
You have had some very complete answers, so I apologize for burdening you with yet another lengthy one. Unfortunately, all of what has already been said is correct. :-) That is to say, the sinking-in effect occurs for a variety of reasons and often as a combination of things, ranging from the type of ground, the amount of paint under the sunken area, the pigment(s) used, to the kind of medium. And, there are a number of different ways of dealing with it, and for different purposes. As pointed out earlier, the phenomenon is most noticeable in the blacks, the earth colours, and many of the dark, transparent colours; all of which are ground in more oil than are the lighter colours. This may have something to do with it, but I have no idea of the chemistry of it. Sinking-in also occurs in the light passages, but it is very difficult to detect there, and it doesn't affect the value as much as it might the chroma, so usually it's irrelevant in the lights.
Anyway, one of the things I wanted to add to the discussion so far is to distinguish between when you should "oil-out" and when you should use re-touch varnish. Personally, I hate retouch varnish for any area that I expect to paint over again. The new paint re-dissolves the varnish and it gets sticky and gooey and I hate it. I much prefer to use the oiling-out method. Yes, this adds oil which can contribute to darkening and yellowing over time. But, who cares if it's in the darks, anyway? Moreover, and most importantly, if you are going to paint into the area, it is better to paint into the oiled-out zone than it is to paint into the re-touch varnish. Just don't add any extra medium to your paint because the oiling-out medium acts as such already. Re-touch should be used only as a last resort, in my books, and mainly where you have long-finished a passage to your satisfaction. You might change your mind at that point, or just leave it. The intent is to leave it. Whereas, oiling-out is properly used where you fully intend to continue painting.
There are a couple of relatively simple "rules" to keep in mind when applying oiling-out medium. First, it should not be more lean (ie. have a lower percentage of oil) than the previous layer of paint. I normally just oil-out with the same richness of medium that I am intending to use that day. Second, make sure the area to be oiled-out is at least dry to the touch. Once you're applying the medium and you see paint coming off (more on this later) ... stop. Wait a while longer. There's no way around that.
How to apply the oiling-out medium? Some people use their fingers, but I find that is too aggressive. In order to get the oil into the interstices of the paint/canvas topography, you have to press too hard with your fingers. A kinder, gentler way is to dip a clean make-up sponge (one of those inexpensive wedge-shaped things sold in the bags-full at the pharmacy) into the medium and let the sponge soak some of it up. Then you go over the area on the painting carefully and just keep squeezing the sponge sufficiently to allow the medium to come out. If you glop it on too much, it will slide down the painting and leave a permanent drip if you don't catch it. Or, you can apply the medium with a soft, broad brush. I prefer the sponges, though, because I can discard them after one or two uses, whereas, I have to clean the brush.
In either case, no matter how careful you are, always keep in mind that you will have applied too much oil. Just leave it on for a few minutes to half-an-hour, though. Then, come back to the area with another clean sponge, or with a lint-free cloth such as those blue shop towels. Gently wipe down the area you previously oiled-out. This should remove unecessary oil and leave only a slight gloss and an oil layer that is mere microns thick, but with all the colours saturated properly. Again, I prefer the sponge for this because it is gentler and softer and less likely to remove paint. If you have left the painting for a week or more, there should generally be no danger of the paint coming off. However, with retouch varnish you need to wait at least a month.
Finally, to avoid using either oiling-out or retouch varnish indiscriminately, as Steven would have you do [(
Steven, I think you have a typo in your post.] you should make sure that your colours have in fact sunken-in. To do this, simply lick your finger and then run it across the area in question. If the colour changes--i.e., deepens and/or brightens--you've got sinking-in. If not, and you don't like the colour that's there, then it needs re-painting.
Again, sorry about the long post. Hope it helps.
Best of luck,
Juan