Simply put, “Primary sources are those in which the author or creator was a direct observer of the recorded event.” (Starko, Alane J., Looking For Data In All the Right Places. Mansfield Center, CT: Creative Learning Press, 1992, p. 28)
Primary sources include first-hand information from a person who witnessed or participated in an event. They are original materials, created at the time of an event or soon thereafter. Primary sources can also be scientific data, statistics, or an official transcript of a government proceeding. For subjects in history, it’s from the time, not about the time.
Primary sources are found in a variety of formats, such as: original documents in archives and libraries; materials reprinted in published sources, such as collections of letters, diaries, autobiographies; microforms; digitized on the web; oral interviews; a piece of art; recordings.
Patrick Rael at Bowdoin College has a good discussion on How to Read a Primary Source.
You can find good general discussions of primary-source research from the following: