I probably tone my canvas 75%- 85% of the time. You don't have to do this. So why do I tone? First, it takes away the stark white canvas. That is an easy start to a painting. I find it makes my colour mixing and value judgement easier (I mix on a warm grey palette). It eliminates little white spots in the passages of thin paint. Important when I have a limited time in plein air. And finally, it helps give me a colour key that I want. You can tone your canvases, let them dry and take them out to paint. I sometimes do this, but more often I find the colour I want for the undertone depends on the light, the composition, and the concept for the painting at hand. So, I put on a wash on site and paint into it wet in wet. That facilitates easy strokes and paint manipulation.
In Cobalt Blue
I have read all sorts of "you can't tone with blue or yellow, or tone with a warm like burn sienna etc." If it fits your concept do it. There are no rights or wrongs. There might be some advantages to some approaches. But I find these become personal. So experiment. I also like a non absorbent ground to aid paint manipulation and keep the colours fresh without sinking in and losing lustre. This is important when painting direct or alla prima.
Just minutes ago I toned a larger canvas in hot orange. A little hard on the eyes at first but as I progress that goes away and the concept comes into play. I use oil paint to tone on an oil primed canvas or linen.
In the past I had an interesting situation. Took a small painting to a show. Put it on the floor against the wall. Ready to hang. As I stood up to talk to a friend I knocked the painting a bit. Nothing much. After my discussion I bent down to straighten up the painting. To my surprise a largish chunk of the painting was laying flat on the floor! It looked like a ragged piece of paper. Everyone gathered round in surprise. This painting was done in oil on top of an acrylic coloured ground. I got separation.
I talked to a well known paint maker in Toronto. He assured me that you "should be alright" with this practice. After I told him my story, he admitted that the oil to acrylic bond could only be expected to be a mechanical bond. It there is nothing to hang on to, the bond won't be so strong, so scuff it up. After more investigation I learned that oil to oil provides a chemical bond. More consistent and stronger. Then I read about the practice on the Gamblin web site. They do not recommend the practice. So there you have it!