Note that on current, systemd-based systems, one probably wants sudo journalctl -kb to show kernel messages for the current boot.

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 (potentially much larger) log files on 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.