Close reading is a kind of research that uses only the primary source (i.e., the film, visual, or piece of writing you were assigned): you begin your inquiry by asking questions of the text, then scan the text for clues and evidence, and eventually synthesize your knowledge in a critical response to text (whether in bullet points, a short paragraph, or a full-blown essay).
Always always always ensure that you do close reading and take notes before you even think about consulting secondary sources. It's especially easy (and dangerous) to do this when casually consulting sites like SparkNotes, Cliffnotes, or Shmoop - resist the urge and use them responsibly (i.e., reason #1 below only)! In fact, in most instances, you won't need to consult any secondary sources and can stop at step 1.
Consulting secondary sources is appropriate when:
Any text that is not your primary source for interpretation or created by you is considered a secondary source - this includes words, images, sounds, and video.