Regarding primer; read
this. It also applies to adhesive.
As long as your use a a flexible cement based adhesive meant for vertical surfaces, you should be ok. If in doubt, read the manufacturer's guidelines.
If the the adhesive has "bled through" to the grout, you've grouted too early, and haven't given the adhesive enough time to cure properly. Again, read the product specs for dying times etc.
It's also possible that you've mixed the grout with the wrong proportion of water.
Edit: As Enduro says, it might also be the ply, but I've never come across that, because I've never tiled onto ply, as it's forbidden to use wooden substrates when tiling over here
