What is a primitive notion and an Axiom?
I think you may be hoping for more of an insight, but "primitive notion" simply means a syntactic element that appears in the Axioms with no definition in terms of simpler elements. We have to start somewhere, right? So in set theory the relation $\in$ for set membership is a primitive notion.
Similarly the Axioms are the statements with which we begin reasoning to prove Theorems in a theory. The Axioms come without justification; they are assumed to be true for the purpose of the theory... If the Axioms turn out to be inconsistent, then the theory they create is not so interesting.
Perhaps it will help to illustrate the primitive notions of set theory (membership $\in$ and identity $=$, though this last is often bundled with the logic of predicate calculus) if we discuss some notions that are not primitive because they are defined in terms of simpler notions. We can think of these definitions as abbreviations for expressions made up, ultimately, of only primitive notions.
A simple example might be the subset relation $\subseteq$. To say one term is a subset of another can be defined using only logical syntax and the primitive notion of membership:
$$ x \subseteq y \equiv_{def} \forall z (z \in x \implies z \in y) $$
The idea of this definition/abbreviation is that we can use the subset symbol anywhere that we would like to proceed as if replacing a statement about "subset" is to mean the more verbose statement, any member of the first term is also a member of the second term.
In this way one can actually build up an easily recognized framework for mathematics starting from the primitive notion of membership $\in$.
Axioms are what a mathematical theory is built upon. These are simple statements that are often quite 'obvious' or 'natural', but they don't have to be. They are taken to be true without justification (i.e. one cannot and should not try to prove them), and completely define what is and what is not possible in your framework or theory. Since we need to express them in terms of human language, the axioms necessarily involve some concepts. As said before, these are usually simple and intuitive, and can therefore be called 'primitive notions'. Axioms and the primitive notions they introduce are just the building blocks that we choose as the foundation for a theory. If these building blocks allow us to proof interesting results, then one can be happy about one's axioms: That is all there is to it.
The only thing that can go 'wrong' is when one tries to use some axioms that are in direct contradiction with one another. Then, they are said to define an inconsistent theory. Inconsistent theories are widely regarded as of lesser interest, because they allow one to prove very strange results, which many find unacceptable.