Locating primary sources for historical research is an iterative process. It often involves consulting the secondary sources, tracking down primary sources used by others, going back to the literature as new names, events, and concepts emerge, then back to the tracking down potential primary documents.
For historians, some of the most fruitful searching happens when looking for books in OneSearch. When searching, limit to Books and to Stetson, and keep the following in mind.
Search for authors - Individuals, organizations, and government branches/agencies can all be authors, and can be searched in OneSearch. Results might include autobiographies, published correspondence and diaries, interviews, government reports, hearings, and studies, periodicals and bulletins, and archival collections.
Know your subject headings - It helps to get to know how subject headings are used to describe your topic. For example, the subject headings Cuban Americans and Cubans--United States have slightly different meanings, and both could be useful for studying Americans of Cuban origin or Cubans in the United States, respectively.
Historical newspaper articles can be a good place to find primary sources. You can pick a date to start with and/or search for an event, a name, a hearing, or an organization.
Digital archival collections are another option. Here are some places to start.