I understand that we are talking here about how the study of History is made and how historical knowledge is produced. Thus we need to think about sources.
Sources are anything from the past that is being studied that can serve as evidence, as a trace of it. It can be letters, diaries, photographs, videos, objects.
Sources can be primary or secondary. Remember that our goal is to understand what happened at a certain moment. Thus we need to ask ourselves: how can we get closer to what happened?
To get closer to what happened it's better to use a primary source. Primary sources are texts, photographies, etc. produced directly by someone who was participating in the event we are studying. Because such a person was present and/or directly participated in what we are trying to understand, her/his view of it is richer for us than a secondary source, for example.
Some classical examples of primary sources are documents produced by a government or Church's documents from the Middle Ages for example. If I'm studying criminality in the 1920s, I'll go look for police documents of the time.
A secondary source is a material produced by someone who was not present at the exact moment or did not take actual part in our object of study. An example of a secondary source could be a letter that someone wrote describing what she/he heard about an event, for example.
