How do I find my Primary DNS with a wireless router?

I'm not sure why you posted here but... What is your computer's local IP address? If you are using a different manufacturer's router the IP addres is probably something like 192.168.1.7. Regardless of what it is, usually your router address is similar only the last digit is 1 (one). That is what you want to put in the DNS field.

It is optional, but as Duane has suggested you can substitute the OpenDNS DNS server IPs for both the primary & secondary DNS servers. So, for example, you can enter: 208.67.222.222 for the primary and 208.67.220.220 for the secondary instead of x.x.x.1 that you are using now.

So it's the same as my IP Address but with 1 as the last digit?

Yes.

You can put in the local IP address of your router. Usually for the AirPort Express (AX) that is 10.0.0.1.

Secondary DNS should be optional. You can use the OpenDNS service if you want.