If he wants to do it, he's going to do it - you just make sure there's somewhere you both agree is fine. Telling him "no" won't work as well as "pick him up and put him in front of a thing that's fine to scratch".

We've got the "activity chair", which is covered in toys and string and bits to climb through and jump off, and it's absolutely scratched to pieces - but no other furniture has a mark on it.