Primary sources of information come directly from the creator of the work. They are first-hand accounts written by the author/s and read directly by you, the reader. Primary sources are not evaluated or filtered by a second party, and often represent original research. Primary sources consist of original thinking, they report discoveries, or they share new information.
Secondary sources of information are compilations written by someone about other authors' work. They are called secondary because a second person intervenes between the author and the reader. Secondary sources are those which simplify the process of finding and evaluating the primary literature. They tend to be works which repackage, reorganize, reinterpret, summarise, index or otherwise "add value" to the new information reported in the primary literature.
Tertiary sources of information are works which index, organize and compile citations to, and show you how to use, secondary (and sometimes primary) sources.