These terms are sometimes understood from an historical perspective, where primary sources are contemporary documents such as diaries, letters, speeches, etc., while secondary sources are analyses of these firsthand accounts. While this distinction may apply if you are doing research in religious studies from a historical perspective, it is not always an adequate distinction for other methodological approaches.
In Religious Studies, as in much of the Humanities, primary sources are the original material that you are analyzing for your research while secondary sources contribute to your thinking with varied analyses of their own. If you were researching Hegel’s philosophy of religion then his Lectures on the Philosophy of Religion would be considered a primary source, while Divine Subjectivity: Understanding Hegel’s Philosophy of Religion by Dale Schlitt would be a secondary source. However, Divine Subjectivity could itself be your primary source if your topic were an analysis of Schlitt’s interpretation of Hegel.