Primary sources come in an endless variety of forms. For instance, newspaper articles, films, archives, oral history interviews, novels, memoirs, photographs, opinion polls, letters, speeches, and business records could all be treated as primary sources. To offer one simple example, a primary source on a Nazi organization: a newspaper report of a Nazi meeting in the town of Northeim in 1931.
Secondary sources are, primarily, the work of historians on a particular topic. These are somewhat removed from their subject. They are written about primary sources. Usually, they rely on primary sources and make an argument about the significance of their subject for the broader study of history. They can be scholarly (for an academic audience), popular (for a broad audience), or public (produced by an official or governmental source). A secondary source on Nazi political organization: William Sheridan Allen's The Nazi Seizure.
Librarians sometimes refer to reference sources such as encyclopdias and dictionaries as tertiary sources. These are largely put together from secondary sources. Note that here, too, the categories can blur. The 1909 Encyclopedia Britannica is a tertiary source. It can also be taken as a primary source for British views of the Edwardian era. Another example would be the bibliography created by Charles Evans in 1901 that examimes almost two centuries of historical materials relating to American history.
These sources can be a great place to start your research, and, indeed, Wikipedia, for all its flaws, would fit in here. If you are looking for a more authoritative reference database, consider visiting:
Tell a historian you're working on a topic, any topic. Their first question will be: what are your sources? That is: what are your primary sources. It is a question historians ask often in the first few weeks working on an idea. What are the primary sources for the historical quesiton you want to ask? All history is conducted out of primary sources. Where will you find your own sources?
Note that some sources can be both primary and secondary depending upon how you look at them. Jacques Stern's book on the French colonies is a secondary work of history; it is also a primary document that tells us much about how the French viewed their colonies in the 1940s.