Well, you're not really creating a primitive object; Blender will make it for you. However, now is a good time to look quickly at what is available:
Open Blender, or select New from the File menu. You already have our first primitive object, the cube.
Press Ctrl + MMB, and use the mouse to zoom in close to the cube so that you can see it well.
Press the X key to delete the default cube. A dialog box pops up asking you if it is OK to delete the object. Select Delete.
Now, you can make a new object. Press the Shift key and the A key at the same time. The Add menu will pop up, as seen in the following screenshot. There are quite a few kinds of objects that you can add, from Mesh and Metaball to Text or Camera ...
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