<p>I am having a doubt in page_init, page preinit, load.
I need to know when we use this also where we need to call our objects in different stages of our life cycle.</p>

<p>Please let me know how they will process for each events raised</p>

Its called the Page lifecycle because at different stages of the page request, different objects are populated with different information.
Here are some good links to read up on:
http://msdn.microsoft.com/en-us/library/ms178472.aspx
http://www.15seconds.com/issue/020102.htm