There's nothing like researching Tudor primary sources for yourself and a lot have been transcribed and digitised, making it possible to access them from the comfort of your own home.
Here on the Tudor Society, we have lists of primary sources for each monarch as well as different topics, such as Tudor Life.
For example, here's a link to our Henry VIII Primary Sources page - https://www.tudorsociety.com/henry-viii-primary-sources/ - and you can find all kinds of goodies in our Primary Sources section.
I hope you find them useful! Just don't blame me if you get lost for hours in them!