Primary sources are "original records created at the time historical events occurred or well after events in the form of memoirs and oral histories." (Source: Using Primary Sources on the Web).
The farther removed a source is from the original events, the less "primary" it is. Analyses and descriptions of events made by scholars who use primary sources are known as secondary sources, since the articles, books, etc. that these scholars produce are at least one level removed from the original events themselves.
Finally, many non-scholarly books, magazine articles, textbooks, encyclopedia articles, and the like are based mostly on secondary sources, with little or no direct use of primary sources. These are third-level, or tertiary sources.
One of the important concepts, especially in research in the arts and humanities, is the idea of Primary Sources.
For a brief overview of the use of primary sources, see Using Primary Sources on the Web. This page contains suggestions of where to find primary sources and how to evaluate what you have found.
Types of Primary Sources