Primary research is data where the person goes out and collects the data by themselves. Usually the person looks at secondary research to get a hint at what people like to put on things like questionnaires.It can be done in many ways such as interviews face to face or over the phone.
There are different ways of conducting primary research. You can hand out questionnaires which could take awhile and not everyone one will take notice. You can do it over the phone but people don't want to waste time on the phone talking to someone. There are focus groups where you gather a group of people from different areas and as them questions about the subject. You can have face to face interviews which would take a long time and it is hard to get people. You can observe people at things like game shops to see what they look at when they go in.
Advantages: You can get both quantitative and qualitative
You can get the information you specifically need
You can have control over the information is collected instead of just finding it in a book or on the internet
Disadvantages: It can be very expensive to produce things like questionnaires
It can take a very long time depending on how much information you need
Not everyone will know all the information which may be needed
Once you have got all the information you need it may be out of date
You're most likely to not get the best results
An example of primary research is going out asking people questions on such things as how much do they spend on games or difficulty. After you collect enough research from a lot of people you can find out the average amount of certain things such as pricing of a game or how long the game should last. Using primary research can be helpful as it is all up to date and you now it is reliable but it will take a long time and not everyone will want to answer questions.