"Filegroup is full" error when attempting to run an SQL query

When attempting to run an SQL query, an error similar to the following is returned:
Could not allocate space for object 'xxxxx' in database '[Database Name]' because the 'PRIMARY' filegroup is full. The statement has been terminated.
The error indicates that your database size has exceeded the allocated amount. To resolve the problem use the SQL Database Shrink tool to shrink the database.
If you continue to experience the error, you must increase your available SQL space.