Like most other .NET controls, Textbox has a large number of possible events, many of which will not be relevant to your question. The problem is that it is difficult to answer precisely because we do not know what you are trying to do, and this don't know which events to concentrate on.
However, the ones you are probably most interested in are:
Enter Fires when the user input focus goes to the text box
KeyDown Fires when the user presses a key down
KeyPress Fires when the user has pressed a key
KeyUp Fires when the user releases a key
Leave Fires when the text box loses focus (i.e. when the input goes to another control)
TextChanged Files when the Text property of a texbox changes
Validated Files when teh text box content has been validated as ok
Validating Files when the text box content needs to be checked.
And if you tab into a text box, type a "1" and tab out, they occur in this order: