Old Norse religions were passed down through oral tradition. While the Norse did have a form of writing, it was almost exclusively used for short commemorative messages on objects like runestones. The Norse didn’t produce long codexes like other civilizations did.
When people refer to the “primary sources” of Heathenry, they’re technically referring to second-hand accounts written by observers of Old Norse culture, rather than first-hand accounts written by members of that culture. These sources are “primary” only in that they are the forefront authority on the matter. Some of our most important sources, the Eddas, were written after the Christianization of Scandinavia within a Christian culture.
These sources still are very valuable to Norse Paganism. Their authorship just means we need to approach them as biased and potentially misrepresentative. In other words, we need to take our sources with a grain of salt.
Some of our most important extant texts are listed below.