Do you paint bare dry wall without skimming with mud?

I've learned that it takes 3 coats…6" 8" and 12" skims the rest of bare dry wall. You end up skimming all bare dry wall. If you paint any bare dry wall don't it swell up and need sanding, mud and paint again? Isn't it: 6" knife for tape, 8" knife goes out from there, then 12" skims the rest of bare dry wall. ? With sanding in between.