I'm playing the Atlus USA release.
Events are all the visual novel portions of the game, I believe.
So you need to finish Story mode, which unlocks the Spiral Brooch in Shopping -> Items.
Buying the Spirit Brooch triggers the event with Margaret.
Stage Clear or above all the Free Dance tracks would unlock the "pre-story" or "Special" chapter, which is the prologue to Story mode.
Finishing Special chapter would then pop this trophy.