Hi Tom,
The answer to your question really depends on the standard your plasterer has finished the walls to. Sanding down the walls with a medium grade sandpaper can ensure the surface is free from any imperfections such as splashed plaster and grit/dust and ensure a good surface for the paint to adhere to. However, if the walls are smooth to the touch and appear free from any such imperfections then you should be fine to apply your mist coat.
If you do chose to sand the walls, ensure you use a medium to light grade sandpaper (such as a 120grit or above) as using too coarse of a paper may scratch and mark the walls.

I hope this helps!
Lee.
Neil Bird & Son

Hi walls should never have to sanded if they have been skimmed by a professional plasterer. The wall should be smooth like glass and shiny. If you look along from a narrow angle you can see a reflection. If this isn't the case I would recommend light sanding only where needed otherwise imperfections could show up after paint is dry.