This is a very excellent question, and I'll try to do it justice with a brief reply.

Obviously historians first conduct historiographies to see what others have written so that we can find the critical gaps and put forth our unique and original interpretations of the past (or reinterpretations of the past).

But I feel like you are thinking more about (H)istory (aka "history with a big H"). Here you should look into "That Noble Dream" by Peter Novick. It's a little dated (1988), but it's still a primer for 1st year History grad students. This book talks all about the changing theories and schools of thought within the History discipline, trancing historiography by contextualizing how contemporary world events shaped historians views of the past (for a quick example, imagine a British historian living through the Blitz, writing about Fredrick II. It would be impossible for this person's view of German leadership and power not to be influenced by Nazi Germany and the war raging literally about their head, thus their interpretation of the past is shaped by their own experiences).

So we have history (i.e. actually events that have occurred) and History (the interpretation of these events). We can only access "big H" History, and even when we are the witnesses of "little h" history, our own biases filter the event.

I've posted about this before in a previous thread, and like before, I'll put in a plug for post-structuralist theory as a way of embracing that we can't get outside of this, but that doesn't mean we should stop writing History.

TL;DR- don't think of primary and secondary sources in binary terms. Think of secondary sources being used as primary sources to tell us about what people thought about the past.

Historiography is an incredibly important part of any professional historian's training. One of the important things that people outside of academia and even undergraduates tend to overlook is that when you create some piece of scholarship that does not exist in a vacuum. You are contributing to the overall study of that topic and therefore your work exists alongside the work of scholars who came before you. Therefore, when you are writing on a topic understanding that context and how your work relates to the larger scholarship is absolutely vital. As a phd student I spent a good chunk of my first three years learning the historiography of my field(s) inside and out. The comprehensive exams that phd students in history take (usually in their third year) are to a large degree about showing/proving professional competency when it comes historiography. In other words, it isn't enough to simply know the narrative, you need to know how the narrative has been constructed, why it was constructed that way, by whom, from what point of view, and so forth.

(As an aside, this is one of the reasons historians and other scholars tend resist wikipedia as a source. Many an undergrad has told me that wikipedia page on topic X is accurate - so why not use it? The answer is that because it can be changed, has no author, etc it can not really be considered a scholarly source that can be considered part of that larger pool of work on a topic).

The other part of this question, which the other answer mentioned is theory and methodology. Although this isn't explicitly the same thing as historiography, a big part of learning historiography is learning about the historical theories and methods which informed (and continues to inform) the work of other scholars. Most graduate students take a methods class in their first semester, and there is really too much to say about it to include in a reddit post. In brief, there are many ways to approach studying a given topic and understanding all those different ways is an important part of being a historian, understanding how to construct a history and being able to understand the dialog between scholars.

For example, if someone is studying let's say gender in a particular context they would really need to be familiar with how scholars have dealt with gender in the past and just as importantly why.( A classic in this particular theory is Joan Scott's "Gender as a Category of Historical Analysis." )What kinds of conclusions can be drawn? What does studying history from this point of view add to the overall study of history? How does it complicate (not necessarily make totally obsolete mind you) other narratives constructed by scholars?

Notably, all of this somewhat deconstructs the idea that there is just one "history" out there that if you can figure out you've solved the problem/answered the question. I'm more of the opinion that the real strength of the field of history is in fact this ongoing dialog between historians which in itself produces a more nuanced and indeed somewhat ever-changing understanding of the past. That doesn't mean that facts don't matter - indeed any study must be firmly grounded in them. But the interpretation of those facts, the construction of a narratives around them creates a very rich discussion which understanding as a whole contributes at least as much to our understanding of history as just reading a "definitive" narrative.

E.H Carr's What is History is a classic - although because it is older it obviously doesn't discuss some of the very important developments in theory and methods over the last 30 years or so. The basic idea he puts forth - that history is about a dialog between the present and the past - remains relevant.

The more recent Logics of History by William Sewell is aimed more at scholars who already have some notion of methodology but is petty readable and can be something you might want to look into reading if you want to learn more about this topic.

Well I think the other two long comments here do a good job in explaining historiography and some relevance. I would only like comment on what is becoming the emerging cumilation of post-colonial, post-structuralist, post linguistic and cultural turn: Global History.

The combination of 20th century theoretical historical thinking has helped formulate varying theories in the field of Global History, which tend to see the past as an entangled one. Think perhaps of regional studies. If my point of study (region) was Central Europe in the 16th century, could I really just focus on the Holy Roman Empire? France, for example, would constantly be influencing language, culture, trade, war, etc. Just a small random example, but this is the idea that is expanded upon by Global Historians. Remember, it is only in the past 100-150 years that borders (arbitrary lines on a map) have turned into legal, impenetrable places on the ground.

Theorists have thus suggest transfer and entanglement areas to be studied in history. For example, Britain and Africa. How could it be that Britain only influenced its colonies in Africa? Why wouldn't the colonies be, at the same time, influencing Britain? Look closely at history and there has never been a time where, upon contact between two cultures, the two do not somehow change each other. Even if one vanquishes the other.

As this is currently my field, I am very excited, but I should also say this is seen by many as either impossible or, if somehow possible, would be so complicated that it beyond the single historians abilities. Which is also why many Global Historians advocate collaborative works with scholars from varying disciplines in hopes of reaching that all elusive objective truth.

The posters above are excellent treatments of the abstract idea of historiography. Since they don't seem to have answered the poster's original question, though, I'll just opine:

Historiography's made history less didactic. Traditionally, history has been used as a series of moral examples buttressing the arguments of the local religion. Repeated and easier confirmation of forgeries (surely, there are earlier examples, but the ones that leap to mind are the Donation of Constantine in the West and the 'recovered' bits of the Classic of History in China) helped kill that off and bring on a greater focus on truth for its own sake, regardless of how murky it makes things for kids to hear the truth about what their ancestors had gotten up to.

But not completely. The experience of the 20th century—particularly Nazi Germany and the American Civil Rights movement—ended a lot of racialist bunk but also brought in political correctness and such strong distaste for empire and former empires that even in tenured academia there are verbotten opinions and likewise favored ones, such as feminist and minority studies, aimed at inculcating the virtues of tolerance, diversity, &c. To the extent that some historians are aware of the way that this causes manipulation of the plain record, historiography permits them to justify it to themselves on the basis that they can't get outside of their own biases. This mindset is also important during approval/disapproval of tenure status and peer review of new papers. Better they find people who share their biases than permit misdirection of the narrative they are aiming to construct.