According to this MS Learn article and "Choose between Azure messaging services" on what to choose:
"Azure Event Hubs is designed for high-flow analytics types of events. Azure Service Bus and storage queues are for messages, which can be used for binding the core pieces of any application workflow."
It's important to understand the difference between what events and messages are for because communication services are typically designed to handle their respective objects-- Event Hubs handles events and Service Bus handles messages.
An event triggers a notification that something has occurred. It's "lighter" than a message--it has info about what happened, but doesn't have the data that triggered the event itself. For example, an event may notify you of a file upload and has info about the file, but not the file itself. Events are usually used for broadcast communication/fan-out workflow, i.e. when you have a large number of subscribers for each publisher. The publisher has no expectation on how an event is handled by the consumer.
A message contains the data that triggers the message pipeline. Unlike an event, the publisher has expectations on how the message is handled by the consumer. For example, a publisher sends a message with raw data produced by a service and expects the consumer to store that data and send back a response when done.
(There's also Event Grid, which handles events too, but is different from Event Hubs. Whereas Event Hubs is designed for big data pipeline that involves analytics, Event Grid is designed for event-driven reactive programming.)