This is similar to a hypothesis in science. Examine for biases. Adjust as necessary. Primary Sources are documents from the period you are studying that were written be people with immediate knowledge of your subject. For example, if your paper had a thesis relating to King Henry VIII, his personal letters would be primary sources.
Primary sources make the best evidence.
Unfortunately, they are more difficult to obtain, particularly at our library. However, we do have some books of primary documents available, particularly in American history. If your thesis was about Henry VIII, a European history textbook or biography would be an example of a secondary source. Though most cases are fairly obvious, determining whether a source is primary or secondary can sometimes be confusing. For example, imagine you were reading a treatise on ancient Greece written in the 1500's.