Is there a problem with citing the original source instead of the source where the information was first found? I'm writing a Bachelor's Thesis. 

I found a seemingly convenient way of making my research paper successful, but I'm not sure if it counts as plagiarism.

This is mainly concerned with the methods section.

I have gathered many research papers that use the same methodology but discuss different topics (it is not about the literature review). I read the method section and take notes of how the author presented the information, the discussion raised, the sections included.

If it is relevant to my research paper, I follow the same ideas. I take the information cited by the researcher; I mean good information from experts. I do further research on good quotes that are in the research papers I read, use them in my research paper, and cite the original source of the quote, which I also read, but I do not cite the research paper where I was first introduced to the information.

Is this plagiarism?

I don't cite the research paper where I found the quote because it is irrelevant to my topic. It only uses the same methodology. Moreover, I do further research on the information and usually cite the original source or a source on research methodology.
You are correctly citing the original source of the idea/quote (which you looked up and read in context, as you should). 

You don't (usually) have to cite the paper that exposed you to that original source. The purpose of a citation is to 


give credit to the originator of an idea/quote
tell readers where to look to verify your claims about that idea/quote


In this case, citing the original source satisfies both purposes and is sufficient.

An exception is a review paper, which doesn't add new research, but collects and comments on relevant sources on a subject. In this case, the curation of materials is the novel idea contributed by the review paper. If you then go on to use the collection of sources you found via that paper, it's often appropriate to cite the review paper also.

Similarly, if you use the interpretation of the original source found in the secondary source, you should also cite the secondary source.