When a remote debug session attaches to a process manually, or by connecting on a breakpoint, some event logging for that process may have already taken place in the Process Server. If so, that log is sent to the remote debug target and displayed in the Console view. If logging is turned off in the engine, no log exists, and the message "Preceding events for this process are not available" appears, followed by individual events, logged as they are received by the debugger from the engine.
For more information regarding setting logging options, refer to the Process Server documentation.