The video below, by librarian Joshua Vossler from the University of West Florida, will give you insight into how primary and secondary sources are related. How a source can be both primary and secondary depending on the context, and how definitions of primary and secondary sources can differ by discipline.
"Primary sources are materials produced by people or groups directly involved in the event or topic under consideration, either as participants or as witnesses," (A Pocket Guide to Writing History, 5th ed. Boston: Bedford/St. Martin's, 2007).
These primary sources are what literary critics, historians, researchers, etc. rely on to interpret the past, movements, and events. Primary sources differ based on subject. For history they are first hand accounts of an event, topic, or time period. These sources can be diary entries, laws, ephemeral such as fliers, newspaper articles, photographs, speeches, etc. For literature, primary sources are any original piece that you intend to analyze such as poems, novels, biographies, etc. For film studies, your primary source would be the film you're analyzing. For this course, your primary sources are typically going to be the horror films you analyze.
Secondary sources are written about primary sources or past events. Secondary sources can be literature and film reviews, textbooks, encyclopedias, analysis or criticism of other works or events, and newspapers or news media.