Events are an interaction type that is activated when a pre-set situation occurs. That situation could be anything, varying from users asking specific questions or anything that happens on your website or in an app.
Imagine greeting a customer when they walk into a store, informing them of a sale or guiding them through the checkout process when things might go wrong.
The options are endless and you can create events for just about every kind of situation as long as your system is integrated to respond to whatever is happening.