I suspect you will have to scrape off whatever it is. Try a plastic scraper first and then a metal putty knife, and if they don't do it, try a 4" wallpaper razor scraper.
Then prime and paint. I suspect it is plaster - not drywall - and a latex primer would be best; something like Zinsser's Bulls Eye 1-2-3. Then paint with a latex flat to reduce reflections.