I've worked on a couple of Fang helmets and didn't sand before priming. The primer will give you a good look at any areas that may need to be sanded/filled anyway, so I don't usually bother sanding first.
If you wash the helmet first to make sure any traces of mold release are removed, you shouldn't have a problem with primer sticking to the resin.
Duplicolor self-etching primer is a really good product. I've used it on several resin prop kits and it adheres really well and goes on nice and smooth. It's a sort of grayish green color, so you may need another light primer over it depending on what painting method you're using.