John,
Great train room, and a beautiful place overall - congratulations!
I hope the 'train room' does not remain so pristine for very long; and yes, by all means - Paint The Walls First, or very early on. That's what I did when I built my layout, and I not only painted the walls sky blue with clouds, but also mountains, terrain, and buildings to serve as backdrop to what I knew was coming.
Looking forward to see progress pictures soon.
Alex