Hi. In a short statement: PE is rough. Takes lots and lots of patience, practice and steady hands. Don't forget the tweezers and magnifier too. But maybe this is just for us older folks.
Never had any problem with doing anything speical to the metal before priming. My primers (auto primer) sticks real well, so far. There may be 'oils' on it, but if you give your model or model parts a good washing in warm soapy water and a good gentle drying process before primering/painting, this should remove them.
CA is the best glue to use in my experience. When I do any PE (which I try to stay away from as much as possible, mainly because I just don't have the patience) I use a mdium setting super glue, as it gives you time to get things into their proper position before it sets. Epoxy will do as well.
Bending items is done with usually a single edged razor blade. There are usually creases on the parts themselves showing where you are to bend them at. So follow these. There are tools out called Hold-and-Folds that are supposed to be the wonder tools of PE, so you might check into these. Items that are to be rounded are usually bent around objects that you happen to have around the house to get them to conform to the shape you want them to be.
Also heard of some folks annealing the pieces before doing their bending. Never have done this yet, but I hear it works pretty good for some items.
Be very gentle in the weathering and dry brushing dept., as super glue will stick just about anything together, but any type of tapping a little too hard from the side can break them off, usually never to be seen again in this dimension.
And lots and lots of practice. Remember, you don't have to use absolutely everthing on the sheet. Just the things you what and feel comfortable in doing as your skills progress.
Good luck and take care, sgirty