Antonio,
sounds like the figure may still have chemicals on it, that stop paint adhering to it.
These chemicals are called 'mould release agents', and are designed to help the figure release cleanly from the mould.
wash with warm soapy water, let dry, and prime your figures; should be a good start.
Prime your figures means to apply a 'primer' coat, usually from a spray can.
light coats of spray, several times, not heavy coats.
Then when the primer coats are dry, you can start painting.
All the above means that you have a clean figure, and you get to enjoy your painting more.
Hope this helps.
Cheers