What I'm calling a primary desktop is that initial workspace. To clarify what I mean by primary desktop, each monitor initially has a workspace without full screen applications, and additional workspaces for full screen applications (which, in El Capitan, can contain one or two applications apiece).
A thumbnail for a primary desktop can be rearranged within its own monitor, but it can't be dragged to another monitor. If you drag one of the thumbnails from one monitor to another, the workspace corresponding to that thumbnail moves to that monitor. Mission Control initially shows lists of workspaces across the top of all monitors, and when you move the mouse cursor up into that area they change into thumbnails. You can use Mission Control (formerly known as Exposé) to move full screen apps across monitors.