Statistical data can be obtained from two sources primary or secondary.
Primary data means original data that has been collected specially for the purpose in mind. It means someone collected the data from the original source first hand. Data collected this way is called primary data.
The people who gather primary data may be an authorized organization, investigator, enumerator or they may be just someone with a clipboard. Those who gather primary data may have knowledge of the study and may be motivated to make the study a success. These people are acting as a witness so primary data is only considered as reliable as the people who gathered it.
Research where one gathers this kind of data is referred to as field research.
For example: your own questionnaire.
Secondary data is data that has been collected for another purpose. When we use Statistical Method with Primary Data from another purpose for our purpose we refer to it as Secondary Data. It means that one purpose's Primary Data is another purpose's Secondary Data. Secondary data is data that is being reused. Usually in a different context.
Research where one gathers this kind of data is referred to as desk research.
For example: data from a book.
Why Classify Data This Way?Edit
Knowing how the data was collected allows critics of a study to search for bias in how it was conducted. A good study will welcome such scrutiny. Each type has its own weaknesses and strengths. Primary Data is gathered by people who can focus directly on the purpose in mind. This helps ensure that questions are meaningful to the purpose but can introduce bias in those same questions. Secondary Data doesn't have the privilege of this focus but is only susceptible to bias introduced in the choice of what data to reuse. Stated another way, those who gather Secondary Data get to pick the questions. Those who gather Primary Data get to write the questions.