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A sample space can be written in different ways:
The outcomes you include must match the experiment exactly.
"Rolling two dice" needs outcomes like $(2,5)$ and $(5,2)$ separately (because they are different ordered outcomes), even though they give the same sum.
Once you have $S$, you can define what you care about.
Given one die: $$S=\{1,2,3,4,5,6\}$$
In real life, probability can also be interpreted as the proportion of times an event would occur over a very large number of trials.
Probability has three basic rules (axioms):
Given one die:
$$\mathrm{P}(\text{get a 3})=\frac{1}{6}$$
$$\mathrm{P}(\text{not get a 3})=1-\frac{1}{6}=\frac{5}{6}$$
A raffle has 200 tickets. You buy 15. What is the probability you win? What is the probability you do not win?
Rules:
This is a multi-step process, but each question like "Peter wins on his first turn" is still a single event (one event you are calculating).
(i) Probability Peter Wins On His First Turn
Peter wins immediately if his first flip is Head: $$\mathrm{P}(\text{Peter wins on first turn})=\frac{1}{2}$$
(ii) Probability Eliott Wins On His First Turn
For Eliott to win on his first turn, Peter must first flip Tail, then Eliott flips Head:
$$\mathrm{P}(T \text{ then } H)=\frac{1}{2}\times\frac{1}{2}=\frac{1}{4}$$
(iii) Probability Peter Wins On His Third Turn
Peter's third turn happens only if the first four flips are all tails (Peter T, Eliott T, Peter T, Eliott T), and then Peter flips Head on his third turn.
That path is: $T,T,T,T,H$.
$$\mathrm{P}(TTTTH)=\left(\frac{1}{2}\right)^5=\frac{1}{32}$$
Designing a fair game often means balancing "who goes first" with the rules, for example by changing the win condition or giving the second player a compensating advantage.
Sample space
The set of all possible outcomes, often written $U$ or $S$.
Event
A set of outcomes from a random experiment (for example, “rolling an odd number”).
Complement
The set of elements not in a set. The complement of $A$ (relative to $U$) is $A'$.
Mutually exclusive
Two events are mutually exclusive if they cannot happen at the same time. In set notation, $A\cap B=\varnothing$, so $\mathrm{P}(A\cap B)=0$.