Primary sources are 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 more critical analysis of events, movements, battles, etc. They are created by a person or persons who has/have the necessary distance in time and involvement from the event, movement, battle, etc. to write a less personal account. Secondary sources build upon and interpret primary sources, as well as secondary sources created by others. Thus, secondary sources are second-hand accounts because their creators are one-position removed from first-hand accounts.