Primary sources are information and data produced as part of a research project. In terms of data science, they could include the methodology used to design questionnaires to solicit participant input, the field notes recorded during the project, the data dictionary used to structure the datasets and to retrieve such data for analysis, the metadata used to describe the data in the database, etc.
It can also include sources such as patient health records, medical test results, and health-related financial information.
In a business environment, primary data could include point-of-sale, customer profiling (do you ever wonder why you are asked for your postal code all the time), customer product satisfaction surveys, market research, etc.
Theses, dissertations, scholarly journal articles (research-based reporting on new discoveries or conferring the findings of previously published findings), some government reports, symposia and conference proceedings, original artwork, poems, photographs, speeches, letters, memos, personal narratives, diaries, interviews, autobiographies, and correspondence.