Depends on the nosecone material and the type of paint. For best results, skuff up the surface of the nosecone with 320 grit paper and prime, then sand smooth and paint.
I sand all plastic nosecones with 400 grit sandpaper and then prime using Tamiya spray primer. Don't go smoother than 400 grit as I have been told that the primer needs surface imperfections to bond to.