Most models for weakly supervised video anomaly detection (WS-VAD) rely on multiple instance learning, aiming to distinguish normal and abnormal snippets without specifying the type of anomaly. The ambiguous nature of anomaly definitions across contexts introduces bias in detecting abnormal and normal snippets within the abnormal bag. Taking the first step to show the model why it is anomalous, a novel framework is proposed to guide the learning of suspected anomalies from event prompts. Given a textual prompt dictionary of potential anomaly events and the captions generated from anomaly videos, the semantic anomaly similarity between them could be calculated to identify the suspected anomalous events for each video snippet. It enables a new multi-prompt learning process to constrain the visual-semantic features across all videos, as well as provides a new way to label pseudo anomalies for self-training. To demonstrate effectiveness, comprehensive experiments and detailed ablation studies are conducted on four datasets, namely XD-Violence, UCF-Crime, TAD, and ShanghaiTech. Our proposed model outperforms most state-of-the-art methods in terms of AP or AUC (82.6\%, 87.7\%, 93.1\%, and 97.4\%). Furthermore, it shows promising performance in open-set and cross-dataset cases.