An accurate description of information is relevant for a range of problems in atomistic modeling, such as sampling methods, detecting rare events, analyzing datasets, or performing uncertainty quantification (UQ) in machine learning (ML)-driven simulations. Although individual methods have been proposed for each of these tasks, they lack a common theoretical background integrating their solutions. Here, we introduce an information theoretical framework that unifies predictions of phase transformations, kinetic events, dataset optimality, and model-free UQ from atomistic simulations, thus bridging materials modeling, ML, and statistical mechanics. We first demonstrate that, for a proposed representation, the information entropy of a distribution of atom-centered environments is a surrogate value for thermodynamic entropy. Using molecular dynamics (MD) simulations, we show that information entropy differences from trajectories can be used to build phase diagrams, identify rare events, and recover classical theories of nucleation. Building on these results, we use this general concept of entropy to quantify information in datasets for ML interatomic potentials (IPs), informing compression, explaining trends in testing errors, and evaluating the efficiency of active learning strategies. Finally, we propose a model-free UQ method for MLIPs using information entropy, showing it reliably detects extrapolation regimes, scales to millions of atoms, and goes beyond model errors. This method is made available as the package QUESTS: Quick Uncertainty and Entropy via STructural Similarity, providing a new unifying theory for data-driven atomistic modeling and combining efforts in ML, first-principles thermodynamics, and simulations.