That means you are taking off All the wallpaper and wall paper residue. Now, you probably do not have any texturing on the walls and that you might want to add since you are painting them. Some texture really adds alot to the paint job instead of a flat dry wall.
If you are getting all the way to the drywall, which you want to, then before painting, you will have to prime/seal that area for paint adhearson.
Get a good Kilz brand primer in water based and then roll it on good then go with your finish coat. If the finish coat is darker than light paint, have some of the finish color added to the primer to help you get to the finish color faster.
But, do prime it out and repair any divots with spackle or caulk.
Use a good paint brand when painting. This issue is one often overlooked. When you save money on paint and applicators the finish coat and results sufffer.