Hi -

You don't need to prime figures - however, a primer will help the paint adhere to the figure. As already mentioned - in addition to Primer sprays that are at Hobby Shops or Craft Stores, a finishing clear coat spray may also act and be used as a primer.

You can find a Dremel tool at Home Depot - be careful, you'll want to use a slow speed and soft touch - since they can do some unintentional major surgery to your figure. Sand Paper is also good.