This is the term used for the first coil in a transformer. It can be thought of as the input. You pump alternating current into the primary coil, it induces current in the secondary coil (often through the use of a common core, but this doesn't have to be the case, such a "coreless" coil is often said to be "air core").

Of course this is a term of function. It is a just a coil, as is the secondary. If you turn a step-up transformer around, you have a step-down transofrmer.