You can use the Azure CLI IoT extension to see the messages your devices are sending to IoT Central and observe changes in the device twin.
Use the below command to monitor the device telemetry and messages that are being sent to your IoT Central app from your devices. This will include all headers and annotations.
az iot central app monitor-events --app-id {app_id}
For more details and other available options, please refer az iot central app monitor-events cmdlets.
Hope this helps.
Source:MSDN