Welcome and congratulations for taking a big step and starting primal. Cheese and dairy of any kind is a bit of a hazy spot in primal eating. Generally if you can digest it and like it - there is nothing wrong with eating it but it has to be the good stuff - stay away from the processed cheese and most cheese you can by at your local grocery store. You want a cheese that has fat and if possible comes from grass-fed cows. Goat cheese is also pretty good if you like it. I enjoy cheese but have cut it way back in my diet as I would eat it non-stop if I let myself.
If you have not already done so reading Mark's books will give you a lot of great information about primal eating and the primal lifestyle in general.
I will pass on the same advice that I got when I first started - keep it simple and focus on the basics until you start to see change and feel you have a firm understanding of the lifestyle then you can start to tinker and modify it if you need to.
“There are only two options regarding commitment, You’re either in or your out. There’s no such thing as life in between.” – Anonymous
"Das Beste oder nichts" - Gottlieb Wilhelm Daimler