Primary sources come from people who directly experienced or were directly affected by an event. A primary source for the Battle of Gettysburg, for instance, might be a description of the battle written by a soldier who fought in it, or a letter written by a nurse at a field hospital.
Secondary sources come from people who explain an event in the past by using primary sources, but who didn't directly experience the event themselves. Examples would be an encyclopedia entry on the Battle of Gettysburg, a chapter from a textbook on the Civil War, or a history of the battle published decades later.