This process works for me
1. assemble, fill gaps, and sand the torso, legs and arms of the figure. I like to leave the head off for base painting if seperate from the torso.
2. Prime the figure with white or grey primer. This highlights any imperfections in assembly. Prime the head and any accessories as well. This includes weapons, packs, pouches, etc.
3. Correct any imperfections in assembly and reprime.
4. Paint the figure and accessories base colors and skin tones
5. Scrape the paint and primer from where the figure and accessories (head too) will meet, and tack the accessoreis on with CA glue.
6. Detail paint, highlight, and weather the figure.
7. Enjoy a Diet Coke.
This works for me, but everyones methods differ. I should add that I'm not the very best figure painter, but figure painting is alot of fun. Many guys are needlessly intimidated by figures. So kudos to you for diving in.