Hello flying -lowe,
Your construction procedure is somewhat different than what I am used to seeing. It appears that you built the baffles and don't have sides yet or may not be planning on them. Here is a link to the steps I used on the five houses I have built and I am certainly no carpenter.
http://www.floridabats.org/BatHousePlanPhotos.htmI usually cut the sides with the roof slope, then attach the back with landing provided on the back board or boards as shown in the photos from the link. Then using the 3/4 spacing strips, the baffles are added until you get the number desired. Put the front on, and roof and you are done. It is easy to me and you may consider it next time you build one. You could write a book about what I don't know about wood working, I just follow directions LOL. Your grooves , etc look like they will work very well and the house size should hold a good size maternity colony. I hope that you will post your finished house photos and welcome to the Forum.
As for paint or primer, if it is latex, water based it should be fine on the outside.
Stain is OK also if it is not oil based I have read. Don't paint the inside. I have two houses with darker colors on top and lighter toward the bottom just as an experiment. The bats liked the scheme just fine. I used Kiltz white latex on my largest house I built this winter for the roof and sides. My photos are posted on the Forum. Good luck, maybe you will get some of the rare Indiana Bats, but like Terry
said most likely Little Browns. I usually bore 3/4 inch holes in the baffles to allow travel between chambers. Why 3/4 because it is large enough and I have a 3/4 bit, no other size for wood. Seems to work OK.
Frank