The research process shouldn't be thought of as a straight line, from thesis statement to conclusion. Research can and should inform and change your research question, and it can be helpful to go from reference material, to books, to articles, to primary sources, and back again.
Sources can provide different sorts of value to your research, depending on where they fall in the research cycle. More details about the differences between books, articles, and primary sources and where to find them are on the tabs above, but you can also think of sources as offering different kinds of information, from more general to more specific. This spectrum of general-to-specific information also correlates with availability, from more-accessible to more-exclusive sources.