Hopefully, you don't have greenboard in the shower/tub/stall area. Greenboard is fine in the bathroom where there's no chance that water will make direct contact with it. Greenboard is water resistant; NOT waterproof.
For tubs and showers and sometimes around sinks, cement backerboard is used. In BOTH cases, there is no primer. Just use the proper adhesive that will stand up to water/moisture. For more info on this subject, go to Hometime's Project List, click Bathrooms, click Wall Underlayment, and start reading. (Of course, you can start at the Choosing Tile link, and just 'Next' yourself from page to page to see how the project goes.