The lore can be quite extensive. Both FFXIV and FFXI had quite a lot of info posted on the games' web sites about events. Plus FFXIV has nearly 2 years of history with these events. For example, the ones ARR has seen so far:The names of other events that have happened twice already include:
(spoilers?)
Starlight Celebration, Heavensturn, Valentione's Day, Little Ladies' Day, Hatching-tide; and perhaps Foundation Day (a grand company celebration)
... if I didn't forget some. Note that I'm not including Dalamud/end-of-the-world stuff like Hunter's Moon.