This means analyzing and making sense of documents from the time period, largely on your own. One of the first things you will notice about primary sources is that they don't do exactly what you want. They often approach their subject in ways that seem odd to us, or indirect. Good historians recognize this as important. Very often questions that are important to us had not even been considered by people in an earlier period.
Modern readers are often concerned with racism, for example.
But Americans writing in 1900 used racist forms of expression casually. Try this experiment. This page contains several thousand memoirs of ordinary people compiled in the 1930s. Odds are the people of the 1930s understood this word very differently. So approach historical documents as records of a different world.