I find the easiest way to prime Eheim filters initially is to have NO WATER in the canister. Assuming your filter is completely assembled and all hoses/tubing/fittings are connected properly, Quick Disconnects are connected and open and the filter is unplugged from the power source, do this:
Remove the spray bar, from the J-tube if you have one, or from the hose/tubing near the tank rim.
Quickly suck on the end of output/return hose or tubing. This causes water to be drawn into the filter from the intake in your aquarium.
Wait until the canister fills with water and all air is evacuated from the filter. Some water may rush out of the return hose end. Keep this end directed into your tank or you'll get water everywhere. Alternately, you can put the return hose end into a pail and use the Q.D. shutoff valve on the output/return to stop the flow of water.
Reconnect the output/return hose to the spraybar.
Now you can plug the filter into your power source.