Books discussing history research and writing can be found in the D13-D16 call number range. Several of these are written for students and cover finding and using primary sources.
(image from http://www.wordle.net/)
Primary sources are the raw materials of historical research - they are the documents or artifacts closest to the topic of investigation. Often they are created during the time period which is being studied (correspondence, diaries, newspapers, government documents, art) but they can also be produced later by eyewitnesses or participants (memoirs, oral histories). You may find primary sources in their original format (usually in an archive) or reproduced in a variety of ways: books, microfilm, digital, etc.
Secondary sources are interpretations of events written after an examination of primary sources and usually other secondary sources, such as books and journal articles.
The UC San Diego Social Sciences & Humanities Library created this 3 minute video to explain the difference between primary and secondary sources.