The Azure IoT Hub is the main gateway for Azure IoT-related device connectivity.
It features several useful features to make your IoT developer life easy.
It offers a registry for devices so each device has its own credentials. Each device is capable to ingest device-to-cloud telemetry data into Azure and the IoT Hub also offers several ways for cloud-to-device communication (e.g. desired properties and direct methods).
The IoT Hub is also capable to report any device change event during the lifecycle of that device:

It can generate messages when a device is created or deleted. It also generated messages when the device twin is changed. It even generates a message when the ‘digital twin’ is updated.
Note: The digital twin update is related to Azure IoT Plug and Play. This is out of scope for this post. Though, an example of the digital twin change event is seen here
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