Primary sources are the "raw data" of your research, and involve direct evidence. They were created during the time period under consideration or by a person involved. Examples of historical primary sources include: diaries, letters, legal documents, maps, newspapers, images, and objects.
More information is available here: http://www.bates.edu/library/primary-vs-secondary-sources/
This guide suggests primary sources that can be found online or in the library. A greater variety of sources are not online but available only at archives and special libraries. Listed below are some tools for locating relevant collections beyond Ladd Library.
Letters and diaries published as books can be located in the library in CBBCat by searching for the subject terms "correspondence" or "diaries" along with a type of person or personal name, or "personal narratives" and a historical event. They can also be located by consulting the bibliographies listed below.
Sometimes statistics are published as books; to find these, search CBBCat by the subject term "statistics," along with relevant keywords.