When we connect to SQL Server and run a query, it fires a series of events—a user logs in, a connection is established, a query begins executing, a plan is found in the cache, a plan is recompiled, a query completes execution—these are just a few examples. Virtually everything that happens within the database engine is an event.
While Dynamic Management Views (DMVs) are powerful tools, they don't always give a complete picture of what is going on within the engine. Most DMVs provide a snapshot in time, a picture of what is going on the moment they are queried. They may have some history that goes back to the last time the server was restarted, but, even then, the information is typically cumulative, and they can't tell us what the server looked like a few minutes before, and they can't tell us the events that led up to...