Should i go to my primary care physician or go straight to an orthopedist for knee pain issues?

Depends: Depends in the musculoskeletal knowlegde base of your primary care, the conservativeness of the surgeon, and if you have any reservations about conservative vs surgical treatments. Seeing a physician who gives you options is best.

Might as well....: Cut out the middle man :). I'm probably biased, but it's generally more efficient for you to go straight to an orthopod (unless you require a referral for insurance reasons). Often times i find patients get an MRI they didn't need, waste a few weeks and money doing physical therapy that either won't help or is for the wrong diagnosis, or get an injection that they didn't need.

Knee Pain: The evaluation of knee pain can be accomplished by a musculoskeletal specialist. This could include your primary care provider, sports medicine physician, or orthopedic surgeon. Diagnosis is not made by radiograph such as xrays or mri. These are used for confirmation of the diagnosis determined by history and physical examination.