Jorge,
All of the replies are good advice.
Make sure all of the holes line up. If not, you may have the wrong part. This kit is cleverly designed to make it difficult (but not impossible) to install a part in the wrong place.
I also used the ice pick mentioned earlier to wiggle and tease parts into that last .001 of alignment, especially on the large skins.
If all else fails and you're certain you have the correct parts together, use the reamer to remove just a "shaving" of interference and rivet on!
BTW, none of us have talked about clecoes. Recommend you use a LOT of them. Even with the clecoes installed, you can wiggle the parts enough to ensure good hole alignment to install the rivets. Generally,I tried to clecoe every other hole, ream (if needed) then rivet all open holes, then remove clecoes and finish. As mentioned somewhere earlier, DO NOT rivet sequentially from one end. Hit the ends, then the middle, then the quarter positions, and so on.
Lastly (and to answer your last question), blind rivets will swell in the hole. They can feel a little loose or go in easily and do the job. They should not feel so sloppy in the hole that you wonder about using a larger rivet.
Finally (OK, I'm really done here in a minute <grin>), most primer should be just a very thin coat. You should be able to see your part markings through the primer. Heavy primer coats can add a couple thousandths to surfaces and structure that will show up as minor miss-alignment across long spans and rivet lines, especially on skins that wrap around the primed structures. All that said, there were some areas where I had to ream nearly every hole. Worry less, rivet more, and "stay thirsty" my friend!