Big moments are important to RPGs and the stories we tell in them. Boss fights, epic betrayals, last stands, vindication of loyalty. They're the moments that people both want and crave. The stand out moments from books, movies, shows, and everything else we consume stories from. In essence they're easy to set up: a lone fortress against impossible odds, the final battle, a big boss encounter with a dragon, an ally turning traitor. Those few words used to describe them are more or less all you need to 'setup' in your game to have them. However, for as easy as they are to set up they're just as easy to have fall flat. Why? Because in focusing on big moments, in wanting to have those moments of shock, danger, tension, in wanting to have that highlight reel moment we forget that for a big moment to stand out it has to contrast against other moments and it needs to be setup for with myriad smaller moments.
Small moments, for as small as they are, can be infinitely harder to do well. They tend to be exactly as described: small. They're personal, and in a lot of ways they can feel meaningless. The kind of moments you feel comfortable glossing over at the table because they'll take time, they don't involve anyone, and 'nothing really important' is happening in this.