Primary sources are the evidence of history, commonly left behind by eyewitnesses or people very close to events. This includes everything from letters to photographs to government documents to inscriptions to advertisements, depending on what you are researching. Try finding what you need in the VCU Libraries Search by combining your subject of interest (e.g. Richmond) with a kind of evidence (e.g. diary).
For more information on finding images, take a look at the Images guide.
Dissertations may be useful for finding criticism on newer authors or specialized topics, and the bibliographies of recent dissertations can often provide a wealth of new sources.
If you can't find the book that you want at VCU, try these resources to find what you need.