A bibliography is a list of documents, usually published documents like books and articles. This type of bibliography is more accurately called "enumerative bibliography". An enumerative bibliography will attempt to be as comprehensive as possible, within whatever parameters established by the bibliographer.
Bibliographies will list both secondary and primary sources. They are perhaps most valuable to historians for identifying primary sources. (They are still useful for finding secondary sources, but increasingly historians rely on electronic resources, like article databases, to locate secondary sources.)
Think of a bibliography as a guide to the source base for a specific field of inquiry. A high quality bibliography will help you understand what kinds of sources are available, but also what kinds of sources are not available (either because they were never preserved, or because they were never created in the first place).
Take for example the following bibliography:
Like many bibliographies, this one includes an introduction or prefatory essay that gives a bibliographic overview of the topic. If you were hoping to use autobiographies for a paper on medieval history, the following information from the preface would save you from wasting your time in a fruitless search:
The essay explains that autobiography does not become an important historical source until the early modern period:
Finally, the essay informs us that these early modern autobiographies are predominantly religious in nature--a useful piece of information if we were hoping to use them as evidence of, for example, the early modern textile trade:
All bibliographies are organized differently, but the best include indexes that help you pinpoint the most relevant entries.
A smart researcher will also use the index to obtain an overview of the entire source base: the index as a whole presents a broad outline of the available sources--the extent of available sources, as well as the the strengths and weaknesses of the source base. Browsing the subject index, if there is one, is often an excellent method of choosing a research topic because it enables you quickly to rule out topics that cannot be researched due to lack of primary sources.
The index to British Autobiographies, for example, tells me that I can find many autobiographies that document British social clubs (like White's and Boodle's), especially from the 19th century:
Unlike indexes you might be familiar with from non-fiction books, the indexes in bibliographies usually reference specific entries, not page numbers.
A bibliography's index will often help guide you systematically through the available sources, as in this entry which prompts you to look under related index entries for even more sources:
There are four main types of enumerative bibliography used for historical research: