too much primer?

So I may have made a mistake...I applied what I thought was a thin coating of prekote two days ago and today tried to sand.  It took A LOT of sanding and many discs to remove perhaps 60% of it...In this situation do I just keep sanding and hope for the best?  What did I do wrong?

 

You don't have to sand most/all of the primer off.  Just sand until you have a nice smooth surface.  What grit sand paper are you using?