As mentioned model of machine might be a slight help. Also depends on how much air you allow in the system during the change. There are some older Yanmar powered Deere units that are not as easily self primed that newer units. My 455 and X748 have no troubles... I had a 430 that I had to crack the lines on.... Same with a 3215A fairway mower. Try the easy route first.
Sometimes it just seems like they don't want to prime themselves.... :ROFThe procedure I listed works on any X4, X5, or X7 diesel. It also worked on my 1985 Yanmar 1810D I owned before my X7.