Primary sources are the raw materials of scholarship - original sources of information that have not yet been filtered through analysis, examination or interpretation. Primary sources are often contemporary to the events and individuals being researched. Typically, when we speak of primary sources in literature we mean either the literary work under study (Eliot's Middlemarch) or personal information produced by the author herself (letters, diaries, manuscripts, and archival papers).
To find collections of primary sources, try searching Collins Library Primo Search by subject. A scholar or group of scholars may have spent years or even decades collecting and faithfully transcribing primary sources, and then preparing careful annotations and writing introductory essays to the collection. If you can find scholarly editions, use them!