M42 prime lenses are single focal length lenses that fit the M42 mount, also known as screwmount. There are many M42 bodies other than the Zeiss Contax, but no digital M42 bodies.

Beware that Contax mount lenses are typically not M42 mount, but it's replacement, the C/Y mount or even N-mount.

The reason why primes are recommended is because when these were made, zoom lenses were of particularly poor quality.

Any EF-m42 adaptor should work just fine. I am not positive, but some may result in the aperture and distance markings to be at 6 o'clock instead of 12.

You will have manual focus and manual aperture control (you adjust the aperture ring and the lens stops down). Some bodies will allow more or less functions like metering, Av mode, focus-trap, IS.

Some lenses will have an Auto/Manual switch or have preset rings, which can be very helpful. In Auto (preset ring set one way), it will be wide open, allowing you to compose, focus, etc. Then switch to Manual and the lens will stop down to whatever the Aperture ring is set to. Then you shoot. Very helpful if you are using extension tubes and doing macros.

While there are tons of great M42 primes, there are also a lot of bad ones. Look up reviews in the vintage section here.