When you install fresh drywall, it's tempting to jump straight to painting. After all, fresh surfaces are a blank canvas, right? Uh, not quite. Before that first coat goes on, primer is a must.
After the compound (drywall mud) dries, sand the area until smooth and reapply drywall mud feathering out further. Repeat this process. NOTE: Do not prime and paint until you're completely satisfied!