Primary research can be thought of as the creation of new knowledge through experiment or observation. Unlike secondary research, which is the collection of knowledge generated by others, primary research is often a hands on activity.
Compared to desk research, primary research can often be expensive and time-consuming. But, in some cases, the desired data can only be collected through direct observation or experimentation.
As example, observing the behavior of wild birds and recording what one sees would be primary research. Reading about the behavior of wild birds would be secondary research.