I was apprehensive building my first resin kit for many of the reasons already mentioned. I guess, just like styrene kits, it depends on the manufacturer. Mine was Model Victoria (Italian) and it was a joy to build. Most importantly it was packaged extremely well so there were no major breakages from the off. There were also very few casting blocks to speak off and I only found a few tiny casting bubbles. The instructions were also extremely clear. My only wish was that I had had some of the new rubberised CA as the original clear CA's are stinky, messy and took a while to figure the best way to applicate.
I would advise to first check through all the parts, which after all will be a hell of a lot easier as there will be far fewer of them. Check for distortion, casting issues and broken parts. I had some slight warping on a chassis frame. After emerging in warm water and clamped down with weights overnight worked for me.
Wash all the parts in soapy water, rinse and let dry.
As for the dust I was advised as already mentioned to wet sand. You just have to deal with cleaning up the gloop. Not a biggy when you consider how nasty it can be to your lungs.
I would advise hunting down some of the new rubberised 'black' CA glues. They are awesome. I have had great experiences and would thoroughly recommend Colle21 type
https://www.colle21.com/product/colle-21-black/
I don't recall needing any filler on the MV kit (It really was that good) but I have used regular filler since without issue.
As for paint I'm pretty sure a few companies offer specific resin primers these days. I used a UK based automotive acrylic primer without incident. As for chipping I used the 'hairspray method' of chipping without issue too.
I was so impressed by the Model Victoria kit that I purchased another. What I will improve is to strengthen the axle hubs. Although both the axles in the kit were cast over metal rods, the hub connections turned out to be a weak point trying to support all that weighty resin.
Good luck