It depends on what paint you use: acrylics or oils. I"m told (I'm and oils painter) that acrylics are formulated to go from dark to light, so that a black primer will work well with them and still allow painting "up" to brilliant highlights. OTOH, if you try that with oils you will get what Hannibal suggests. My acrylic painter friends swear by black primers, but that's due to the nature of their medium.
Of course if you're looking for the "dead" color effect as a final finish, then black or gray will help you with that. I have used black and find it very hard to see the details. One trick is to lightly dry-brush a bit of medium gray on the figure to pick out the highs and make them visible. However, I find the inability to see details disorienting.
The color of the primer affects the brilliance (chroma) of the final color layer so that a black primer mutes the final tones, a gray primer mutes a little less, and white gives the most brilliant chroma. Light passes through the paint to reflect off the primer. So the more brilliant the desired color; the more reflection is needed; hence a lighter primer. As an experiment, paint red over a black, gray and white primer.
In addition to color effects, primer also provides "tooth," or a gripping surface, for the paint to adhere to. This is important with oils.
It's also helpful to use a primer with a base different from the base of your main paints. E.G. if you use oils, an acrylic base will work best as it will not lift when you start using oil paint mixed with a thinner or medium. For acrylics, the reverse is best: oil or enamel based primer.
Always best to allow the primer to dry thoroughly before staring the upper layers.
Personally, I use white acrylic, or lately acrylic white gesso, as a primer. Gesso is a canvas primer that, when sufficiently diluted, gives the reflective quality plus a very nice tooth.
Nothing is ever simple anymore!
Hope this helps.