Painting Unfinished Pine

I would prime first and, yes, if you want the grain to show sand it a little first.

Paint it black and then sand it with sand paper. Or if you would like another color to show through, paint the undercoat one color and then black, then sand, it will bring out the undercoat.

Do you want some of the grain of the wood to show? If so, thin your paint with water (about 1/2 paint, 1/2 water and apply. You can distress the wood by hitting it with sharp objects ie, hammer, pick, chains. Etc. If you do not wish to have the grain show, then I think you would just paint it after distressing it. If you thin your paint and your wood is very yellow underneath, it might end up looking green, so I would try it on the back somewhere first.