Priming
Priming before painting is something that most people do. In the 'old days' it was a necessity to make sure that the paint would cover and stick to metal miniatures okay. Most of what people paint now will be either plastic or resin, and in some cases may choose not to prime it first. Personally, I like to prime. I don't think really it's as simple as picking up some spray paint and just spraying it at your model - you need to consider what you're going to do. The colour you prime it with will have an immediae impact on your paintjob - priming it white will make the initial base layers appear lighter, whereas priming it black will mean colours will take on a darker look, or may need more layers to properly cover the primer. I tend to prime black or grey in most case cases as it suits the look I tend to go for. When priming Warhammer 40K scenery though, or anything for that futuristic type of era, then I'm more likely to prime it with a metallic colour, such as Leadbelcher from Citadel Colour.
Once you've decided what colour you're going to prime your miniature, how are you going to spray it? It seems likely you're not going to put it down on your painting surface and just spray. It's usually better to do it in a well ventilated space, and to consider things such as the distance you're spraying from. I like to spray from about an arms length away as any closer can mean that too much paint will clog up the details. Ideally you want a smooth and even surface to start painting on. I do find this smooth consistency harder to achieve when using methods such as zenithal shading, but I suppose that could be down to technique.