What all things happens inside pygame when I press a key? When to use pygame.event==KEYDOWN

I have been trying to code a small 2D game using python.

checkp_list[0]=head_pos

pressed_key= pygame.key.get_pressed()

if pressed_key[pygame.K_ESCAPE]:
    running=False

if pressed_key[pygame.K_UP]:
    if dir_ not in ["up", "down"]:
        dir_= "up"
        checkp_no= checkp_no+1
        #head_pos_next=head_move(head_pos, dir_)
        checkp_list.insert(checkp_no,head_pos)
        log_file_obj.write("chekp_list {}, checkp_no {} after append dir {}\n".format(checkp_list,checkp_no,dir_))

if pressed_key[pygame.K_DOWN]:
    if dir_ not in ["up", "down"]:
        dir_= "down"
        checkp_no= checkp_no+1
        #head_pos_next = head_move(head_pos, dir_)
        checkp_list.insert(checkp_no,head_pos)
        log_file_obj.write("chekp_list {}, checkp_no {} after append dir {}\n".format(checkp_list,checkp_no,dir_))


if pressed_key[pygame.K_RIGHT]:
    if dir_ not in ["left", "right"]:
        dir_= "right"
        checkp_no= checkp_no+1
        #head_pos_next = head_move(head_pos, dir_)
        checkp_list.insert(checkp_no,head_pos)
        log_file_obj.write("chekp_list {}, checkp_no {} after append dir {}\n".format(checkp_list,checkp_no,dir_))

if pressed_key[pygame.K_LEFT]:
    if dir_ not in ["left", "right"]:
        dir_= "left"
        checkp_no= checkp_no+1
        #head_pos_next = head_move(head_pos, dir_)
        checkp_list.insert(checkp_no,head_pos)
        log_file_obj.write("chekp_list {}, checkp_no {} after append dir {}\n".format(checkp_list,checkp_no,dir_))

All this is running inside a while True: loop. Basically, whenever an arrow key is pressed, direction indicator dir_ changes and it'll add 1 to checkpoint number checkp_no and insert current head position(head_pos of the head object in checkp_no index position. But unfortunately, all in the checkp_list points turns out to be the latest head_pos. The list checkp_list is an important factor to implement my logic.

chekp_list while start [[325, 791], [325, 791], [325, 791]], this is the checkp_list when checkp_no is 2 and when while loop is starting another iteration (taken from log file created). All the points where checkp_list is getting appended are above. Please help me to identify the issue.

pygame.key.get_pressed() returns a list with the current states of a key. When a key is hold down, the state for the key is True, else it is False. Use pygame.key.get_pressed() to evaluate if a key is continuously pressed.

while True:

    pressed_key= pygame.key.get_pressed()
    if pressed_key[pygame.K_UP]:
        # the code in this condition is executed as long UP is hold down 
        # [...]

The keyboard events (see pygame.event module) occur only once when the state of a key changes. The KEYDOWN event occurs once every time a key is pressed. KEYUP occurs once every time a key is released.

while True:

    for event in pygame.event.get():
        if event.type == pygame.KEYDOWN:
            if event.key == pygame.K_ESCAPE:
                # The following code is executed once, every time when ESC is pressed.
                # [...]

        if event.type == pygame.KEYUP:
            if event.key == pygame.K_ESCAPE:
                # The following code is executed once, every time when ESC is released.
                # [...]