The device telemetry is usually passed as JSON from the device through the IoT Hub - this is handled nicely by Azure Streaming Analytics queries.
The IoT Hub message routing should be configured as follows: Data source: Device Telemetry Messages Routing query: true (as the routing query is an expression that evaluates to true or false for each received message, the simplest way to send all messages to the endpoint is to just supply true as the query).
Reference:
https://darenmay.com/blog/azure-iot-streaming-analytics-data-lake-analytics-and-json/

Device Twins are used to synchronize state between an IoT solution's cloud service and its devices. Each device's twin exposes a set of desired properties and reported properties. The cloud service populates the desired properties with values it wishes to send to the device. When a device connects it requests and/or subscribes for its desired properties and acts on them.
Reference:
https://azure.microsoft.com/sv-se/blog/deep-dive-into-azure-iot-hub-notifications-and-device-twin/

Use the following workflow to deploy and test your Azure Security Center for IoT security agents:
1. Enable Azure Security Center for IoT service to your IoT Hub
2. If your IoT Hub has no registered devices, Register a new device.
3. Create an azureiotsecurity security module for your devices.
Azure Security Center for IoT makes use of the module twin mechanism and maintains a security module twin named azureiotsecurity for each of your devices.
Note: To manually create a new azureiotsecurity module twin for a device use the following instructions:
1. In your IoT Hub, locate and select the device you wish to create a security module twin for.
2. Click on your device, and then on Add module identity.
3. In the Module Identity Name field, enter azureiotsecurity.
4. Click Save.
Reference:
https://docs.microsoft.com/en-us/azure/asc-for-iot/quickstart-create-security-twin

Explanation:
Step 1: Create a dedicated consumer group..
Add a consumer group to your IoT hub.
Applications use consumer groups to pull data from Azure IoT Hub. To reliably read data from your IoT hub, provide a dedicated consumer group that's used only by this Time Series Insights environment.
Step 2: Add a new Time Series Insights event source.
Add a new event source
Sign in to the Azure portal.
In the left menu, select All resources. Select your Time Series Insights environment.
Under Settings, select Event Sources, and then select Add.
In the New event source pane, for Event source name, enter a name that's unique to this Time Series Insights environment. For example, enter event-stream.
Step 3: Configure the Time Series event source to connect to an existing IOT hub Step 4: For Source, select IoT Hub.
Step 5: Select a value for Import option:
If you already have an IoT hub in one of your subscriptions, select Use IoT Hub from available subscriptions. This option is the easiest approach.

Reference:
https://docs.microsoft.com/en-us/azure/time-series-insights/time-series-insights-how-to-add-an-event-source-iothub

B: Message enrichments is the ability of the IoT Hub to stamp messages with additional information before the messages are sent to the designated endpoint. One reason to use message enrichments is to include data that can be used to simplify downstream processing. For example, enriching device telemetry messages with a device twin tag can reduce load on customers to make device twin API calls for this information.
D: Applying enrichments
The messages can come from any data source supported by IoT Hub message routing, including the following examples:
* -->device twin change notifications -- changes in the device twin
* device telemetry, such as temperature or pressure
* device life-cycle events, such as when the device is created or deleted Reference:
https://docs.microsoft.com/en-us/azure/iot-hub/iot-hub-message-enrichments-overview