SQL Server error: Primary file group is full
There isn't really much to add - it pretty much tells you what you need to do in the error message.
Each object (Table, SP, Index etc) you create in SQL is created on a filegroup. The default filegroup is PRIMARY. It is common to create multiple filegroups that span over many disks. For instance you could have a filegroup named INDEXES to store all of your Indexes. Or if you have one very large table you could move this on to a different filegroup.
You can allocate space to a filegroup, say 2GB. If Auto Grow is not enabled once the data in the filegroup reaches 2GB SQL Server cannot create any more objects. This will also occur is the disk that the filegroup resides on runs out of space.
I'm not really sure what else to add - as I said previously, the error message pretty much tells you what is required.