Depending on your fermentation situation, you should have no problem dry hopping in the primary. I have just dumped the hops straight into the wort.
I'd think about using some sort of bag if I was to dry hop with a large amount of (pellet) hops. That is just to contain the amount of hop debris that would be floating around that I'd inadvertently siphon while siphoning into the bottling bucket. But with a small amount (1-2 oz) I'd just through them in.
As far as the secondary suggestion, I'd only recommend using the secondary as a dry hopping vessel if you plan on reusing the yeast from the primary. Since your new, I'd assume that your not, in which case, it's perfectly fine to dry hop in your primary.
While I have used the secondary to make a "nice clean beer", I have now just resorted to a cold crash to clear the beer. For me a cold crash of a couple days is equivalent to a secondary of several weeks to achieve the same clarity...