1. Gather all necessary materials: Before you begin, make sure to have all the required materials, including MDF (Medium Density Fiberboard), primer (preferably oil-based), paint, rollers or brushes, sanding tools, tack cloth, and protective gear such as gloves and a mask.

2. Choose a well-ventilated area: This is important to minimize inhaling the paint fumes. Set up your painting area in an open space with good air circulation.

3. Prepare the MDF surface: Wipe off any dirt or debris from the MDF surface using a clean cloth or tack cloth. This ensures that the paint adheres better to the surface.

4. Sand the MDF surface: Lightly sand the surface of the MDF with fine-grit sandpaper (180-220 grit) to create a smooth finish. Make sure to sand it evenly, avoiding any gouges or scratches on the surface.

5. Clean up the dust: Remove any remaining dust particles using a vacuum and a tack cloth after sanding.

6. Apply primer: Apply one coat of oil-based primer using a brush or roller onto the MDF surface. The primer helps seal any exposed fibers and creates a better bond between the paint and MDF surface.

7. Allow primer to dry: It is vital to let the primer dry completely before applying paint; this usually takes about 2-4 hours depending upon your specific product instructions.

8. Lightly sand again (optional): After the primer has dried, you can lightly sand once more with fine-grit sandpaper for an even smoother finish but this step is optional.

9. Apply paint: Once your primer is thoroughly dry, use a brush or roller to apply at least two coats of paint evenly onto your MDF surface, giving enough time for each layer to dry according to product instructions.

10. Allow the paint to dry: The drying time will depend on the type of paint you have chosen (oil or water-based), so be sure to follow the instructions on your chosen paint can.

11. Finished product: After allowing the paint sufficient time to dry, you have successfully painted your MDF piece! And now, you can enjoy and marvel at your beautiful finished project.

Remember that painting MDF may seem a bit more complicated than regular wood painting, but by following these steps meticulously, you can achieve a professional and polished look for your MDF surfaces.