When searching for primary sources on your topic, it is best to begin with a search for secondary sources. Look in the bibliographies of the secondary sources to see which primary sources were consulted in the writing of the secondary source.
Search Library Search to locate collections of primary sources. Create searches by combining relevant keywords with terms like "sources" or "documents."
"Russian history AND sources"
"Russian history AND documents"
Also try:
"Personal narratives"
"Correspondence"
"Diaries"
When you find a relevant source, click on the subject heading in Library Search to find more items on the subject.
Here are some example subject headings for primary sources in Russian history:
Russia -- History -- Sources
Soviet Union - History - Revolution, 1917-1921 - Sources
Russia -- History -- Nicholas II, 1894-1917 -- Sources
A Documentary History of Communism in Russia by 
Russian women, 1698-1917: experience and expression, an anthology of sources by 
1812; eyewitness accounts of Napoleon's defeat in Russia.
George, Nicholas and Wilhelm : three royal cousins and the road to World War I by The Spiritual Regulation of Peter the Great by