As with anything you can start as coarse as you want. If it's really rough starting with 80 is a time saver for sure. You can start wherever you want really (36 grit if you want) just make sure to get out the scratches as you go finer. A guide coat is nice for this but it takes longer (spray bomb works, diluted paint, you can buy powder guide coats)
As a rule though (and every product is different, but for the most part this holds true to every product I've used) a primer won't fill scratches coarser than about 180 and it usually needs <400 to stick well. I go 180 on big problems (like cold filler) 320 where I think my primer will be, and 400 for the overspray area.
CAN primer fill coarser? yes, but you will save yourself so much time and aggravation by just going over it with something finer.
CAN you prime over 600 or 800? yeah, and it will probably stick forever, but if it does peel won't you feel silly. Primer is designed to be thick, so it needs a larger tooth to bite.
I'm not trying to be a know-it-all or whatever. Just trying to save you time from my experience. I have prepped thousands of cars working at a high quality shop.
Side note - please wash your gel coat with soap and water. Release agent is used to get parts out of molds and if there is any on still and you start sanding you just grind it in. It may only cause a problem 1% of the time, but that 1% is worth the 1hr to wash the kit imo.