I am going to stop adding walls to the dollhouse for now. I prefer to pause assembly before installing the roof panels so I can work on the interior.
I primed the walls with white flat paint, making sure to include the interior edges of the doorways.
Instead of searching for or purchasing ceiling paper, I chose to paint the ceilings. Prices for miniatures have risen considerably, even on eBay. These ceilings are too large for textured scrapbook paper without requiring patches, so the alternative would be miniature ceiling paper or real-life textured wallpaper. Walmart sells rolls of the latter in their hardware department, pre-pasted so no additional wallpaper paste is needed. However, I decided not to incur the extra expense, as this dollhouse is more of a playhouse than a display piece.
The MDF is very smooth, and the painted ceilings look fine. I applied two coats of paint, sanding between each coat.