Conceptually.
Primary: The instrument that tells you the exact precise information that you want at that moment.
Supporting: Other instruments that back-up the info provided by The Primary Instrument for that bit of information.
Example: Straight & Level
Primary Straight: Heading Indicator (gyro or compass)
Supporting: AI (wings level) Turn Needle or Coordinator (no turning)
airspeed steady.
Primary Level: Altimeter
Supporting: VSI, AI, ASI
Primary Turning: While entering the turn, turn coordinator and /or AI become Primary during control application to establish bank and rate of turn. Heading Indicator becomes Supporting to back up the primary indicators of turn. Primary level remains the same, until..
you change pitch. Then the Altimeter becomes Supporting to the Primary pitch indicator which is, depending on your technique or the aircraft's performance, VSI or ASI, with the AI supporting that.
Basically, it means focusing on the Primary Instrument for that activity.
I boil it down to 3 things: We have to fly a Heading, an Altitude, and an Airspeed. That's what we told ATC we would do.
Power takes care of the a/s, as long as you take care of the heading and altitude promptly and smoothly. Fly a constant heading and a constant altitude and the airspeed stays steady, so you just have to focus on those two Primary Instruments. Check the EveryThing Else Supporting Instruments to just make sure these two aren't lying, but they are supporting.
When you're not holding a Heading, or an Altitude, then these two Primary Instruments are no longer Primary, so what is replacing them? What are you doing? Making a Power change? Then, in that moment, the power guage is Primary. Slowing Down? Airspeed becomes Primary.
Get the concept?