Section link:

Suggestion:
Refer to this section of other service Readme , for example :
https://github.com/Azure/azure-sdk-for-python/tree/master/sdk/storage/azure-storage-file-datalake#more-sample-code
It is recommended to update as shown in the figure below:

Section link1,link2:

Reason:
ValueError: The eventhub name can not be None or empty.

Suggestion:
Add a comment to CONNECTION_STR # connection string contains EventHub name.
Or
Add parameter eventhub_name=eventhub_name , uptate to:

client = EventHubConsumerClient.from_connection_string(
    CONNECTION_STR,
    "$Default",
    eventhub_name=eventhub_name,
    checkpoint_store=checkpoint_store
)

@jongio for notification.