Primary sources are the evidence of history, original records or objects created by participants or observers at the time historical events occurred or even well after events, as in memoirs and oral histories. -- RUSA, a Division of ALA
Some examples applicable to early modern Europe:
Some primary sources may be created after an event by people who experienced the event. Some examples:
Who might be interested in your topic?
Visit their home pages. Have they digitized materials? If they haven't digitized, have they published Finding Aids (which give you a good sense of what materials are contained in their collections)?
Infographic by Shonn Haren, Library at Wichita State University
Content credit: Pikes Peak Community College Libraries, History: Primary Sources