Primary sources are sources which provide a first hand account of events, or are artifacts from those events. They can be anything in any format - letters, diaries oral histories, newspaper articles, speeches, laws, treaties, artworks, and more. Old things are not always primary sources, context and contents are important. Understanding the provenance of a thing can help you decide if it's useful to your argument or not, and we must read primary sources with the same critical eye as we do anything else.
A great source for primary sources is in your secondary sources -
Seeking primary sources involves understanding the key people, places, and events of your topic, and thinking through what kind of documentary evidence might exist. Then you can seek those things in a variety of places:
There are many excellent collections of primary sources onlne - a google search (topic + primary sources) should reveal the biggest ones. I also love this guide from the Unviersit of Washington, and don't forget about the huge sites like Europeana, which cover every possible topic in european History or the British Library for UK History.