9/11, 2008 financial crisis, covid and now the Ukraine war and the inflation it has caused (and/or Brexit for those of us in the UK) would be my picks.
I wouldn't put climate change as one of them. Having it be a specific point makes it seem like Climate change had a definitive start or end point. It's just kinda floating in the background.
Depending on which end of millennials you are really impacts things as well. I would say events going from 1990 onward would count for older millennials, but you millennials might not count anything before 2005.
I seem to remember a time period of a few years where climate change went from kinda floating in the background to being A DIRECT THREAT TO YOU AND YOUR LOVED ONES, THE OCEANS WILL COME AND GET YOU WITHIN 10 YEARS!.
I think that traumatized a whole generation of young people.
It's kinda always been there, just that the urgency has really ramped up in recent years. It went from scientists saying this is coming to the general populace screaming IT'S TOO LATE WE'RE FUCKED.