I have filled some small dents with body filler. I sanded until it looked and felt right. I then primed it with urethene primer. I can now see an edge where the filler starts. Will this sand out with the primer on there or is there something else i need to do. I don't want to see the edge in the finish coat.

 

it should block out.If u did not feel the edge it should. Just make sure u just a flat block. Not a DA.

 

Jay's right, in any repair "the longboard is your friend"!!!
Block all primer, the length of the car if necessary, starting with the heaviest grit, workinfg your way to the finest.