I believe this would fall under the "historical method" in the rules for this subreddit, however if people feel that this is not the appropriate subreddit for this question I will promptly delete it.
So to go into further detail I was wondering what people thought about how events shape the course of history. Would it be small and insignificant events (on their own), when put together change history or major individual events?
It's not one or the other but both. For example, the assassination of Archduke Ferdinand can be thought of as a single big event that had huge consequences. It could also be thought of as a bunch of little events including a guy getting a sandwich. The consequences can also be thought of as a million little ones. Neither view is more correct.
This question would really fall into the realm of philosophy of history/historiography, as you noted. The British diplomatic historian wrote a book published in 1961 called What Is History? where he addresses this and other enduring questions of the discipline. Chapter IV, "Causation in History," will provide you with a good view of what you're thinking about.