Primary data is collected by researches. This includes:
Both qualitative and quantative data can be collected.
You don't rely on other sociologists, you choose the most suitable method for you in order to make data valid and reliable. Primary data is up to date.
Some methods of collecting primary data are expensive and time-consuming, also dangerous.
You have to consider practical and ethical issues of your research, including the solution of the informed consent question (or your choice will be deception? isn't it unethical?).
Bias can occur if the reseacher is unobjective and his values might affect the result of the process.
Sometimes you cannot access the group you want to study.