Historical sources are, at their most basic level, something that tells us about history. It may be a document, a picture, a sound recording, a book, a cinema film, a television program or an object. Any sort of artifact from the period in question that conveys information can qualify as a source
There are two main types of historical sources: primary sources and secondary sources.
A primary source is something that originates from the past. It can be a chronicle, a piece of pottery, or even a piece of glacial ice that gives us climate data about the levels of atmospheric carbon one thousand years ago. Historians, to the best of their abilities, work with primary sources to understand the past on its own terms, not through the modern-day lenses. For example, if one were only to study the Crusades through modern-day books they would not be able to understand what would motivate a knight to travel across the world and engage in warfare against Muslims in his own words. It would be too easy to view his motivations with our modern-day disapproval of his actions. But if we look at a primary source we can at least sympathize better with the medieval world that would make the act of Holy War seem reasonable to him, even if we still strongly disagree with the outcome.
A secondary source is a work that comments on the past. Typically this is a recently written book that describes past events, often written by a historian or trained scholar familiar about the time period and civilization in question. A secondary source is a book about history. Scholars will spend just as much time with secondary sources as they will with primary sources since they attempt to understand how other scholars interpret obscure events and may disagree with their analyses.
For example, a Roman coin that was made by the Romans is a primary source, but a drawing of a Roman coin made in 2003 would be a secondary source.
A book written about the Tudors in 1525 would be a primary source, but a book written about the Tudors in 1995 would be a secondary source.