"Primary Sources" is a broad term that refers, in general, to material that records an event firsthand. These sorts of materials are useful in historical research. A book about World War II written in 1997 is not a primary source; a newspaper article written the day after the attack on Pearl Harbor is a primary source. Commonly used primary sources include news articles, interviews, pamphlets, letters, and diaries.
The links below are good places to start looking for primary sources.