I am in the process of shingling my house with cedar shingles, how long should I wait before priming and painting
Cedar shingles do not need paint. Without paint, they last a very long time with almost no maintenance.
As soon as you paint them, you are climbing on a maintenance treadmill of having to scrape and repaint them that you'd avoid by letting them attain a natural brown where dry, gray where wet appearance as they weather.
If you have issues with the natural color, dye or stain is a better approach than paint to changing it. The best approach is to let it be. The best way to stain or dye is to dip the shingle and let dry before putting it on the house.
According to this article, you should not paint shingles. Instead you can stain them and preserve them with oil preservatives.
The science is basically as soon as possible and best practice is before install ie before any exposure to weathering. The outer layer is the substrate for paint at the micro level it deteriorates once exposed it looks fine to the eye maybe a little fading is visible but most people think this is a good substrate - it isn't. If you paint after weathering and the very outer layer is compromised you will not maximize adhesio potential but you will great reduce the longevity of the paint. This is far more important than the quality of the paint.