That was very nice post but i was wondering what will happen if Opportunity is inserted in bulk, at that time there may be a chance of hitting the salesforce limit of soql queries, I am not an expert I have just started my carrer but I have learnt one thing so far that never fire soql query inside for loop as that's a very bad practice.

I have written a code, have a look at it and let me know if this solves your problem 

trigger Opportunity_on_Event on Opportunity (after insert, before update) {
    List<Event> insertBulkEvent = new List<Event>();
    
    /* This will execute When Opportunity is Inserted*/
    if(trigger.isInsert) {
        for(Opportunity Opp : trigger.new) {
            Event newEvent = new Event();
            newEvent.Subject = Opp.Name;
            newEvent.StartDateTime = Opp.CloseDate; //Assigne Date accordingly, This is done for your comfort
            newEvent.EndDateTime = Opp.CloseDate;  //Assigne Date accordingly, This is done for your comfort
            newEvent.Opportunity_Stage_Name__c = Opp.StageName;
            newEvent.WhatId = Opp.Id;
            insertBulkEvent.add(newEvent);
        }
        insert insertBulkEvent;
    }
    
    /* Below will Execute when Opportunity is Updated */
    if(trigger.IsUpdate) {
        List<Event> EventList = [Select Id, WhatId From Event Where WhatId IN: trigger.new];
        for(Event eve : EventList) {
            /* If Opportunity related to any Event Updated */
            if(trigger.newMap.containsKey(eve.WhatId)) {
                /* If Opportunity Stage is Upadated */
                eve.Opportunity_Stage_Name__c = trigger.newMap.get(eve.WhatId).StageName;
                /*  Can also map other fields if they are upadtes in opportunity and 
                those fields also needed to upadated in related events  */
            }
        }
        update EventList;
    }
}