The Task switcher (aka cmd + tab) shows up on the screen your Dock is on. Your Dock may have moved to your other monitor after you passed your mouse through the primary monitor's dock. This can happen when moving the cursor across displays.
To move the task switcher back to the primary display, simply move the cursor to the bottom of that screen for a few seconds to make the Dock appear. Going forward, the task switcher will appear on that screen, unless the Dock is later invoked at the bottom of the secondary display.
Unfortunately this behavior is controlled by OS X and there doesn't seem to be a way to prevent the task switcher from moving along with the dock location.