Priming Gypsum may not seem necessary for a lot of people however, the truth is that to get the most out of your paint job, priming is very necessary.
You can use a vacuum with a brush attached to it. Go over your wall until it is clean. You can also use a damp cloth and rub the drywall down to remove particles.
Make sure to choose a primer specially made for gypsum to avoid any problems. While you're at the paint store have them tint your primer to a shade that matches the tone of the colour you've selected.
Select an appropriate roller for your job, you can read "Does Size Matter?: Picking the Right Paint Roller Nap", for assistance in that area. Dip your roller into a paint pan filled with the primer. Roll the primer onto the gypsum, filling in any gaps you may notice. Let this coat dry.