Primary sources allow you to gather information directly from the original source. For example, a video of a specific dance, an image taken of the event, a person's account of their life or of a specific event they were involved with.
If you would like to understand Alvin Ailey's philosophy on dance and dance theatre management, you would want to read his autobiography, listen to interviews he gave, read his own writings, etc. If you are reading a biography about him, a review or critical piece of his work, or anything where someone else talking about him, while important to include in your analysis be aware that the source is adding their own interpretations and connections that may not have been what Ailey intended.