A: this product is designed for a small repair job, so priming is not necessary, you can just use paint that has prime included.
A: Just the bag of texture. They cost a little under $8.
A: You need to adjust the pressure on your compressor. turn to 130 psi and mix your mud thin. you will be surprised on the results.
A: I've used this gun to texture ceilings that I've patched for customers without a problem. What I like about the gun is that you squeeze the bag of drywall mud to control how heavy you want the texture, so you aren't depending on the spray guns gravity feeding mechanism. I would highly recommend this solution for the problem you are having.