Priming - with can is simple but stressful. To be clear, once youre done building the model, you prime it, wait a bit then paint on top. The way you wrote your post, it wasnt clear to me you understood it or did the wrong order. You can (and should) airbrush primer and base coats, but thats further down the track.
Hobby knife - cheap amazon purchase to clear those little nubs. For the mold lines, flip the knife over and use the blunt side, save a little money.
Sanding - sanding sticks are good. I use a sanding sponge or cloth to clean up my shit work because nooks and crannies. 3000 grit because I'm just smoothing it out. 2000 is probably fine.
On the mold line thing. Ive been debating getting a knife for it and it seems Revell makes a highly recommended tool for it, but its almost $40 Aud so...fuck that I'll use the back of my scapel.