Paint question

Between coats of primer and the paint, should the primer be wet sanded? If so what grit? I used 2000 and it was nice and smooth I then sprayed a few light coats of black. Is the 2000 too smooth for the paint to stick too? It just seems that after the last coat of black and wet sanding that with 2000 that the black may be too light in some areas or my not be sticking good enough. Any suggestions before i go farther?

Thanks