Rome. Photo by Shannon K. Tanhayi Ahari.
Primary sources are "first-hand" information, sources as close as possible to the origin of the information or idea under study. Primary sources are contrasted with secondary sources, works that provide analysis, commentary, or criticism on the primary source.
Note that the "primacy" of a source can be relative. In cases where original records were lost or a live performance was never recorded, a review or commentary from a third party may be the most primary source available.
(From the Primary Resources and Archives Research Guide)
If you're unfamiliar with academic library research, see Getting Started: Information Research Tips.
UCLA holds one of the richest collections of Italian materials in the US. This list is just a sample of the most important ones. Search the Online Archive of California for more information.