New drywall , how to remove paint?

Yes, the drywall mud will adhere to the paint. You probably do not need to do any sanding prior to applying more mud. After you have gone over all the offending joints and have sanded any rough spots, take a fairly bright light and shine it obliquely across the finished drywall before repainting. The light will absolutely show you any spots that need additional filling. Drywall contractor since 1960.