Regarding primary sources for an historical Jesus, Tacitus says Nero blamed the Christians for burning Rome and 'Christus, from whom the name had its origin, suffered the extreme penalty during the reign of Tiberius at the hands of one of our procurators, Pontius Pilatus'
The Annals, Book XV, chapter 44.
There's little else there in that 'chapter' which is actually a paragraph apart from Tacitus saying this 'mischievous superstition' (Christianity) spread to Rome. Also It was written in 62-65 AD so not even a primary source for Jesus. You can get a copy from Amazon and read it yourself.