As everything else in the C# programming world, the events concept also follows specific rules and has it's own syntax. The wording is as follows:
- an event defined as EventHandler is actually just a shortcut for a special method (delegate) signature - public delegate void EventHandler(object sender, EventArgs e)[1]. Whenever you have a signature in C# you always know what you need to write on the right sight or as a parameter, in order to connect/call some objects/methods/and so on.
- after the event is defined, you need to subscribe in order to be informed whenever something happens. The syntax for subscribing an event is +=. Naturally for unsubscribing is -=. MSDN says that the syntax should be object.event += eventHandler(orobject.event += new EventHandler(eventHandler);)
- so after an event is defined (event Event SomeEvent;) all that left is to create a method that can be bound to this event. This method has to have the same signature as the EventHandler, so it should match the signature of [1] and can be something likeprivate void numberChangedEventHandler(object sender, EventArgs eventArguments)
Now you know what you need to write on the right side of +=. 
An example: 
public class NumberSequence
{
    // numbers to be compared
    private readonly List<int> numbers = new List<int>();
    // used to generate a random collection
    private readonly Random random = new Random();
    // tell me if the previous and next number are different
    public event EventHandler DifferentNumbersEvent;
    public NumberSequence()
    {
        // fill the list with random numbers
        Enumerable.Range(1, 100).ToList().ForEach(number =>
        {
            numbers.Add(random.Next(1, 100));
        });
    }
    public List<int> Numbers { get { return numbers; } }
    public void TraverseList()
    {
        for (var i = 1; i < this.numbers.Count; i++)
        {
            if (this.numbers[i - 1] != this.numbers[i])
            {
                if (this.DifferentNumbersEvent != null)
                {
                    // whoever listens - inform him
                    this.DifferentNumbersEvent(this, EventArgs.Empty);
                }
            }
        }
    }
}
Now before the class is used, define the event handler, that will listen and will be called, when the event is fired (wording again):
private void differentNumberEventHandler(Object sender, EventArgs eventArguments)
{
    Console.WriteLine("Different numbers...");
}
And the usage:
var ns = new NumberSequence();
ns.DifferentNumbersEvent += differentNumberEventHandler;
ns.TraverseList();
Everything else is just syntactic sugar for this notation (lambda / anonymous methods / ...), for example:
object.Event += (s, e) => { // code ... }; is the same as object.Event += (Object sender, EventArgs eventArguments) => { // code ... };. Do you recognise the signature? - it is the same as the private void differentNumberEventHandler....
Often we need to pass information through the event, in this case maybe we want to see the two numbers. C# allows you to do this easily using custom event arguments. Just create a class that inherits the EventArgs class and add properties for the data that should be passed, in this case the numbers:
public class NumbersInfoEventArgs : EventArgs
{
    public int Number1 { get; set; }
    public int Number2 { get; set; }
}
And then specify, when declaring the event, that it will pass data of type NumbersInfoEventArgs (signatures again):
public event EventHandler<NumbersInfoEventArgs> DifferentNumbersEvent;
...
this.DifferentNumbersEvent(this, new NumbersInfoEventArgs
{
    Number1 = this.numbers[i - 1],
    Number2 = this.numbers[i]
});
And last but now least, the signature of the event handler should match the signature of the event:
private void differentNumberEventHandler(Object sender, NumbersInfoEventArgs eventArguments)
{
    Console.WriteLine("Different numbers {0} - {1}", eventArguments.Number1, eventArguments.Number2);
}
And voila, the output is:
Different numbers 89 - 86
Different numbers 86 - 53
Different numbers 53 - 12
Different numbers 12 - 69