For primary sources, there's definitely a whole lot to look at, but it depends on what exactly you're interested in - the economic state of the nobility, of former serfs, peasants, the middle class; the economic impact of WWI; and so on. I'll briefly outline the build-up to the Revolution from the perspective of the nobility, as they respond to the social and economic changes of the late Empire, but if you have any questions about other groups I am happy to follow up.

There were nearly two million nobles in late Imperial Russia. Many nobles didn't live particularly different lives from merchants, the so-called 'honorary citizens' (pochyotnye grazhdane), or other inchoate middle classes; some nobility were in fact rather poor. A decent portion of these nobles were Polish szlachta or odnodvortsy, and by 1900 many of these minor nobles were probably worse off than landed former serfs.

After the reforms of the 1860s the nobility became less politically significant (the Decembrist Revolt of 1825 is another key point for the decline of the nobility), and by 1895 had lost much of its relevance in the increasingly urban, capitalist empire; the civil service is one of the major ways the nobility wielded influence, but a parallel problem is the opening of the nobility that began under Peter the Great and had expanded significantly. Many thousands of commoners gained nobility, including hereditary nobility, for civil service. Lenin's father, for example, was born to a tailor but obtained hereditary nobility.

Most nobles either supported the opposition or fled Russia, and the first wave of emigres established significant communities throughout Europe, Asia, and the United States. Certainly some were sympathetic to the Bolsheviks (Pyotr Struve is probably one of the more interesting figures here), while others were ardently anti-Bolshevik: the Baron Roman von Ungern-Sternberg briefly managed the fledgling cavalry of Mongolia. Another minor noble, Pyotr Wrangel, is memorialized in the song "Red Army, Black Baron" for his efforts in the Civil War, though he fled to Serbia following the Army's defeat. Ivan Bunin was particularly critical of the ‘death’ of Russia. Another primary source to look at is the union United Nobility (ob'yedinennoye dvoryanstvo) was established following the revolution of 1905, where thousands of rural estates were burned. This group of nobles was extremely reactionary and conservative but, to give an idea of how dramatic the last years of the Tsar were, advocated for the establishment of a provisional government months before Nicholas' abdication. Mikhail Bulgakov's semiautobiographical novel The White Guard is an interesting text that deals with many of these figures quite well; the feuilleton “Future Prospects” is a pessimistic read of the Revolution.

I have sketched out the state of education in this period here, general 19th century nobility here, and radicalism here. WWI, as you pose, is critical to the revolution, but is more of ‘the last in a big line of problems’ than the central problem for the monarchy. The 1905 Revolution really captures the central discordance between the state and the populace. Alexander II’s freeing of the serfs in 1861 led to massive urban migration, and over the succeeding decades a rising middle class along with newly exploited workers. Pyotr Kropotkin’s “The Conquest of Bread” or “Bread and Power,” Anatoly Lunacharsky’s Revolutionary Silhouettes, Maxim Gorky’s Mother. Dmitry Merezhkovsky has a series of essays lamenting the Revolution, while Alexei Gastev’s poem “We Grow Out Of Iron” is a particularly fine example of worker poetry leading up the revolution, and really captures the spirit of class consciousness for the workers.

Nobility and Privilege in Late Imperial Russia is a secondary text worth looking at to get a good footing, and Former People: The Final Days of the Russian Aristocracy is a more recent book focusing on particular noble families that is definitely worth reading. Sheila Fitzpatrick’s The Russian Revolution and Orlando Figes’ A People’s Tragedy are both good sources for the Revolution itself. Russia's Revolutionary Experience, 1905-1917 is another recent work worth reading.

There are plenty of biographies of Nicholas II, some overly charitable and some particularly mendacious. Massie’s Nicholas and Alexandra is worth reading to understand some of the Imperial response to the war and the Revolution.