expression
Used in affirmative or general statements to mean 'all things' or 'any matter'. Often appears in proverbs or advice.
何事も経験だ。
Everything is an experience.
何事も最初は難しい。
Everything is difficult at first.
expression
Used with a negative verb to mean 'nothing' or 'not anything'. The negative form is essential.
何事も起こらなかった。
Nothing happened.
彼は何事もなかったかのように振る舞った。
He acted as if nothing had happened.
何も is a more common and casual way to say 'nothing' with a negative verb, while 何事も is more emphatic or literary.
全て means 'everything' in a more concrete, enumerative sense, whereas 何事も is more abstract and often used in generalizations.
Compound of 何事 (nanigoto, 'what thing/matter') + particle も (mo, 'also/even'). The combination yields 'whatever thing' → 'everything/anything', and with negation 'nothing'.