As others have already said, it's null because there are no subscribers.
To answer your edit: Yes, you should always check an event for null before triggering it. However, if you just do a plain if(StartedWorking != null){...}
you risk a race condition, because it's possible for a subscriber to unsubscribe after the null check but before you trigger the event. Because of this, you should always use this pattern when checking events for null:
protected void OnStartedWorking()
{
EventHandler localEvent = StartedWorking
if(localEvent != null)
{
localEvent(this, EventArgs.Empty);
}
}
This prevents the race condition by taking a copy of the event first so the subscribe list is fixed at the point of copying.
There's more infomration about publishing events on MSDN: How to Publish Events that Conform to .NET Framework Guidelines
(This works because in .net the MultiCastDelegate class in imutable, so any attempt to change the subscriber list on the event won't effect the copy you have made)