It took me a long time to get my head round what was going on Sometimes controls did not get their correct values and things didn't always get bound. Here is a simple guide that hopefully will help you know what is going on.
1) The web is not connection based by default. When you go to a web page, you request a page, you are given it (usually) and that is the end. Things like session etc have been cobbled on the top of this system to try and keep track of things but the server never knows for sure if you are still connected which causes all kinds of problems with cookies and secure sites and loggin out etc. If you remember this connectionless pattern, this will help you understand.
2) What happens when you FIRST request an aspx page? The server recognises that the request is a "GET" HTTP request so sets the property IsPostBack to false. It calls various event handlers in a prescribed order (you can find these on msdn) most importantly Page_Load which you would use to set the page up. You probably managed this.
3) What happens when you change something on the page after it is served? This depends on what control you change. By default buttons cause a post back but data fields like text boxes and radio buttons do NOT unless you set their autopostback attribute to true.
4) When you finally cause the postback, a POST request is passed to the server along with the values of any fields on the page (which is why you need to put all the aspx controls inside a form). The server sees that it is POST and assume this is a "post back". It unpacks all the form values into member variables and it also uses something called viewstate to remember any data that is not a current value for a web control. For instance, a text box has no viewstate because the only data that needs to be remembered between posts is the text in it, this is already passed in the form data with the post. Controls like TreeViews however want to remember whether they were expanded etc and because this is not part of their 'current value' it has to be specially stored in viewstate. The viewstate is a hidden field with a load of ascii characters which the system automatically packs and unpacks for you (although you can disable the viewstate to save bandwidth or customise it).
5) If you write a custom control then you might have to save data into the viewstate so that it is 'remembered' between posts (but only if it needs remembering otherwise you are wasting bandwidth). You do this with the Viewstate property which is an array of objects.
6) The area that confuses most people is when working with a data source and a postback needing to update something in a database and then change the screen somehow. Firstly you need to know that Page_Load is called BEFORE your event handler. If you need to access data in the event handler, it must be set up first in Page_Load. Secondly, you will need to change your screen data in code otherwise it will remember its last values.
7) There are some times when you do not want to update from your datasource during postbacks. This is for two reasons. Firstly, because controls remember their values, once they are setup, if they are not going to change while the page is being used, there is no point keeping updating them, secondly you might want a load of controls to come up as disabled when you first open the page and then to become enabled when you click a button. However if you disable them in Page_Load, they will disable every time you cause a postback (such as clicking the button to unlock them!). Use the IsPostBack property to only do things on the first time in Page_Load.