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When talking about research in the humanities, and sometimes in social sciences, primary sources are materials that are created at the time of the historical event or era you are researching or later by someone who experienced it. That is someone who had first-hand experience with it. By contrast, a secondary source is created later by a researcher investigating the event or era. 

A few examples:

• Primary sources- letters, emails, diaries, autobiographies, photographs, investigative journalism, laws, court proceedings, novels, clothing, art, or music. 
• Secondary sources- textbooks, scholarly articles, history books, biographies, and documentaries. 

When talking about science and social science research, a primary source often means the writings about an original scientific study, as opposed to a textbook that discusses only other previous studies. It is sometimes called 'primary research.'

A few examples:

• Primary sources: scientific or empirical studies in scholarly articles or data and statistics collected from research. 
• Secondary sources: literature reviews, metanalysis, or textbooks.