It is standard practice in academia to cite your sources. However, this is not simply convention: it is much more significant. If you do not cite your sources, or do so poorly, this is considered plagiarism, meaning you are wrongly creating the impression that you thought up something you didn't. This is considered a cardinal sin in academia, and could lead to you being expelled from your degree programme. This course will teach you how to avoid plagiarism.
In some academic disciplines, a distinction is drawn between primary and secondary sources.
In the case of History, such first-hand information, which has been provided by an eyewitness, is referred to as a primary (or direct) source. Anything else is a secondary source.
In Literary Studies, research objects (e.g. novels or poems) are referred to as primary sources, while any interpretations or analyses of these are called secondary sources.