Note that on current, systemd-based systems, one probably wants sudo journalctl -k to show kernel messages.

dmesg reads from the in-memory kernel ring buffer. That can be desirable in some cases, but as the name suggests, the “ring buffer” is a “ring” — it has a finite amount of space and eventually, the old stuff gets overwritten by the new stuff. The idea is that a userspace logging daemon, like journald (or syslogd on most older systems) has time to pull the data from the ring buffer out to disk.

journalctl will also post-process the output to do things like convert the time-from-boot to a wall clock time, which is generally more useful for correlating with other things.