For historical sources, primary sources are those created at the time of an event, by those who participated in or witnessed the event. They are the original documents of history.
Examples can include:
Secondary sources are created after primary sources, and interpret, comment on, analyze, discuss, etc. primary sources.
Check out some short videos discussing the difference between primary and secondary sources.
Primary, Secondary, and Tertiary Sources from Beam Library (1m14s)
Primary and Secondary Sources from JSTOR (4m22s)