For most of us, the first primary relationship we form is with our parent(s) or guardians - the people who are charged with the initial socialisation process. As we grow older and go to school, we also start to form primary attachments with friends and, eventually, with other adults (through things like our own families, work and so forth).
Sociologically, we normally refer to the people responsible for our socialisation as agents of socialisation and, by extension, we can also talk about agencies of socialisation (such as our family, the education system, the workplace, government agencies such as the police and so forth).
The first agency that takes responsibility for primary socialisation, therefore, is some form of family (there are a number of different forms we could identity) and the main agents of socialisation are a child's parents and, in many cases, relations. In a family group, for example, we learn many of the basic characteristics of being human in terms of our particular society. For example, we learn things like how to walk, talk and use various tools, such as knives and forks.
Although mechanical skills are very important to us (by mastering them we can start to play a part in the general life of our society) the family group doesn't just teach us the physical or mechanical aspects of being human. Our parents, for example, also try to shape our psychological development, by trying to teach us things like the difference between right and wrong behaviour and how to relate appropriately to others (family, friends, strangers, etc.).
Although this socialisation process is lengthy and complicated (there is a great deal to learn about acceptable ways to behave in order to be seen as both a human being and a member of a particular cultural group or society), it is important not to see it simply as a situation in which an agent of socialisation, such as a parent, simply teaches behaviour that is then copied without question by the child. Although part of a child's socialisation does involve copying the behaviour they see around them (children frequently copy adult roles through their play - "Mothers and Fathers", "Doctors and Nurses" and so forth), the child is also actively involved in the socialisation process.
A final aspect to the general concept of socialisation is the fact as we get a older we start to make decisions for ourselves, based upon our experience in the world. In short, we consciously and actively try to manipulate our world and the people in it. In this respect, we start to learn how to deal with other people by understanding the type of behaviour that others expect of us, and an interesting part of the socialisation process is the fact that people do not simply have to be told how to behave - their experience (prior learning) guides them towards the correct (in the sense of socially-acceptable) behaviour.
Thus, many of the things we learn through our primary socialisation stay with us for life. This is because, as human beings, we learn the basic principles involved with "being human", rather than simply a set of things we must or must not do. This is important to us, because it means that we can apply these principles to new and different situations.
For example, we don't just learn how to relate to adults, we learn how to distinguish between different types of adult on the basis of their status and their relationship to us. We don't, for example, behave towards our parent in the same way that we behave towards an adult who is not familiar to us.
We can see evidence of this process in the behaviour of young children. If, for example, you watch very young children, just as they are starting to be introduced to adults who not are familiar to them, you frequently find they become quiet and shy. This is because the child is unsure about how to behave appropriately towards the stranger.
The same process happens in any new situation. Teenage men and women, for example, tend to be initially shy and awkward in each others company. This embarrassment is simply part of not being sure about how they are expected to behave appropriately in this new situation.