Historians distinguish between primary vs. secondary sources.
"Secondary" is fairly straightforward to define: what historians write about past phenomena. The best known examples are books and journal articles. Other formats can include papers in edited volumes, chapters, dissertations, and more.
"Primary" sources however take many forms--correspondence, diaries, personal narratives, official public records, news reports, advertisements... Primary sources are usually contemporary with the past phenomena under study.
It is important to remember that primary sources may be reproduced and published much later. Even if you are looking at a copy, it is still a primary source.
To help you recognize them, some examples from our own shelves:
A direct, contemporary account:
Via Diplomatic Pouch (1944) by Douglas Miller (American commercial attache in Berlin, 1931-1937)
As I See It (1944) by Stephen S. Wise (Jewish writer on Hitler and Zionism)
British Intelligence Objectives Subcommittee: Final Report (1945) on German wartime industrial technologies
Official or public documents published later:
Landmark Speeches of National Socialism (2008)
Nazism 1919-1945: a Documentary Reader (1998)
First-person accounts published later:
German Voices: Memories of Life During Hitler's Third Reich (2011)
Reluctant Accomplice: a Wehrmacht Soldier's Letters from the
Eastern Front (2010)
What We Knew: Terror, Mass Murder, and Everyday Life in Nazi Germany: an Oral History (2005)
Crossing Over: an Oral History of Refugees from Hitler's Reich (1996)