If you can slide under the coach it is easy to check for the filter, or possibly by lifting the bed. The motor-mounted filter will be on the PS at about the front 1/3 point of the engine if you have one. Your filter/water separator is in the aft most PS bay, and you can test the contents w/the little spigot at the base. See what comes out and report back if you have ??
As to priming, yes, you should. Supposably, you can prime by turning the key on but not to the start position and waiting 30 seconds. Then repeat twice more before attempting to start. There may be a bleed screw on the adapter head for the filter which you can unscrew, then shut off when a spritz of fuel erupts. Or there may not be a bleed screw.
Some espouse pre-filling the filter w/fresh diesel fuel thru a paper cone type filter to minimize issues w/priming. Cummins recommends don't, cuz too many bozos don't pay attention, and get junk in the fresh filter where it will go directly into the injection pump. Turn on your bozo-detector, aim it at yourself, and take a reading; if it is in the red, or "danger, he's a bozo" zone, then don't prefill. If it is in the green or "OK, he's not that big a bozo" zone, then pre-fill. If you left the detector back at the garage, ask your wife; I have found that wives usually have an opinion on this point.
Another possible culprit is the fuel Lift Pump, located on the PS of engine behind the big fat plug w/the large wiring loom attached; it has a rectangular flat surface the computer is mounted on and the flow of fuel provides cooling for the computer which otherwise gets hot. Supposedly when you turn the key on, this gizmo clicks away till pressure in the fuel system comes up to 6-9psi so there is a positive pressure on the Injection Pump that then takes it up to ~3000psi on the common rail or in the injector lines if you have pop type injectors (not electronic). If you hear no clicking while a willing accomplice cycles the key and you have your head near the LP (or if you replace filter(s) & they don't fill as above) then the LP is suspect. If no pressure from the LP, the IP has to suck fuel thru the LP and all the way from the tank, and the IP will starve for fuel at high demand situations like hill climbing. Fuel is all that lubricates the high test IP (3000psi), so starving it for its lube will take a toll in addition to causing poor acceleration & maybe even rough running. Judging from the questions, if it is not the filter, diagnosis of a possible LP failure may be outside your comfort zone and you should take it to a shop. If the LP is bad, you will subsequently wear out the IP (which is an expensive ditty) and have to replace both within a few thousand miles or less. Probably in the coupla grand range for a rebuilt IP installed, less than a grand for new LP, maybe even $5-600 (mo bettah fo U).
Hope this helps.
Baja-tested '08 2-slide 36'
Alpine: The Ultimate DIY'er Project