Primary-source research is information you go out and collect yourself, usually from real customers. You might survey people, interview them, watch how they shop, or test two versions of a page. The point is to check a specific guess: would these people actually buy this product at this price?
Secondary-source research uses information that already exists, such as government reports, industry studies, and news. Those sources can show whether a market is growing.
Primary research is how you find out whether your idea works for your audience.
