I put my first coat of primer on and its "self etching primer" Did i use the wrong stuff? When i run my finger over the top of the paint it is physically dusty and Ive never used this stuff before and im not sure that's what its supposed to do?

 

Self etching just means that the primer contains an acid that will etch the metal while simultaneously laying down a base coat. The next step would be to apply a few coats of sandable primer, with finish sanding in between, followed by your choice of top coat paint.

the finish you're getting is a result of the agent in the primer making microscopic indentations in the metal so the paint adheres well. For example: say you wanted to primer over some existing paint, or a section of sheet metal that have used body putty on. Normally, different sections of your surface might take the primer in different ways. The primer reduces the chance of flaking, or peeling, in these situations by slightly combining itself with the newly coated surfaces, by adhering to the pores left by the acid.