I made sure to always apply the mud in the same direction (for me, it was parallel to the window), avoid coming back to an area after levelling it with the knife. As the mud dries, touching it with a tool makes it look worse than it was and increases the sanding time. Also, keep in mind that tool marks are inevitable: do not try to hard to remove them. They’ll go away during sanding. The picture below clearly shows the uncoated region (yellowish) and the coated region (greyish):
Once you have finished coating the ceiling, let it dry for at least 24 hours. Take a pole sander and erase all tool marks. Inspect the whole area and patch things you did not quite nail in the first place then sand again the repaired areas.
When you are all done and the ceiling is flat, you can go ahead and apply two coats of sealer / primer and then paint. Two coats of primer greatly reduce the porosity of the surface and allow for a clean paint finish.
Alert readers have certainly noticed that I applied only one layer of mud on the ceiling. My ceiling needed coating but it was not hat bad so I got away with one layer applied with care. Usually, skim coating is done in two layers: one "vertical" layer, one day to dry, one "horizontal" layer to fill in low areas left during the first pass and one sanding pass.
I have a few spots to fix and some sanding to do. Hopefully I’ll be able to paint in the next weeks.