1.) Should I always desubscribe events that were subscribed?
Usually yes. The only exception is when the object on which you subscribed isn't referenced anymore and will be garbage collected soon.
2.) What happens if I do NOT?
The object on which you subscribed will hold a reference to the delegate, which in turn holds a reference to its this pointer, and thus you'll get a memory leak.
Or if the handler was a lamda it will hold onto whatever local variables it bound, which thus won't be collected either.
