Primary sources provide direct evidence of a time period, culture, or community. For instance, they include historical documents, pamphlets, zines, letters, newspapers, and so on. They are distinguished from secondary sources -- that is, scholarly analysis of the time period or community in question.
Primary sources are created for a variety of reasons, and should always be taken with a grain of salt. They express the impressions, ideas, or beliefs of the person who created them, and don't undergo the same kind of review process scholarly sources do. However, they are valuable because they provide direct access to the voices of people involved in history.
Newspapers can tell you a lot both about events as they occurred and how they were framed for the public.