There are many significant astrological events, and one of those can be when one of your progressed planets turns retrograde or direct. Your progressed chart adds one day to your date of birth for every year you've been alive to crate a new chart reflective of your maturation with age. This chart can also be used for predictive analysis, and can be important for showing when events or developments occur in your life, and when you'll undergo major shifts and periods of change.
What is retrograde or direct?
A planet is retrograde when it appears to be moving backward from our view here on Earth, and isn't actually moving backward, but looks that way because of the way the planets move in relation to each other. A planet turning direct means it's no longer moving retrograde, or backward, but appears to be moving in forward motion again. The Sun and Moon are the only planets that don't retrograde.
When progressed planets turn retrograde or direct, it's significant.
When you're born, you may be born while any of the other 8 planets are retrograde, and so this planet will be retrograde in your natal chart. This means that planet may turn direct at some point in your life (unless it's an outer planet and you were born early in it's retrograde since they can be retrograde for months at a time and you may not live long enough for the planet to turn direct in the progressed chart).
When the planet does, this can signal an important period for you where you experience a shift. What exactly that shift may be depends on the planet involved and the signs and houses in the natal and progressed charts. This can also show an important event in your life, again dependent on the planet, sign, and house. You may get married or divorced, start or sell a business, change careers, have a child, experience a loss, make a big move, or any other important event.
The same can be said of the reverse, when you're born with a planet in normal direct motion, and it turns retrograde in your progressed chart. Since you're now going backward, this doesn't mean that in this instance, the events and changes are negative or traumatic though. It simply means change, but it may be difficult to manage, especially if you fight it.
When you're born with a planet retrograde or direct and that changes in the progressed chart, this can take some time to get used to. You're used to the natal energy. It's imprinted on you, it's natural to you, and now, you have to get used to something else. You still maintain the natal planet retrograde or direct in your personality, always, but you now gain a different perspective.
If an event is triggered, it doesn't usually occur right when the planet turns retrograde or direct in the progressed chart. There is a period of time where the planet is stationing, meaning hovering in about the same location, and this can be when you experience the event. The planet can station in the progressed chart for years, so this is partly why the events triggered tend to be bigger and why the shift can be stronger. In this respect, it's more akin to transit Pluto aspects, which last for about 3 years and can cause major transformations in your life.
When exactly an event may be triggered during the period the planet is stationing may be seen with transits, returns, or other progressions. If the planet that is stationing is aspected in the natal or progressed chart by a transit planet, other progressed planet, by its return, or by an eclipse (though usually has to be a conjunction or opposition with an eclipse), this can trigger something. You can also experience triggers with other aspects if they're strong enough, mostly transit Uranus or Pluto aspects to the natal chart.
Suggested Reading: Progressed Angles Aspecting the Natal Chart