Primary sources are first-hand accounts by participants of a particular event or materials produced at the same historical time period.
If you were examining racism in the 1911 edition of the Encyclopaedia Britannica, the article in the encyclopedia on the "Negro" would be a primary source. However, an article in the American Historical Review analyzing racism in the Britannica would be a secondary source. (Richard Marius, A Short Guide to Writing About History, pp. 14-15.)
Some examples of primary sources include: