Recall our guide:

The event E consists of all outcomes in S which are favorable.

To make sense of this, we first need a sample space S. Since we are told that, in the experiment, we note the sequence of heads and tails, the sample space is the set of all possible seqences of 3 heads and/or tails:

S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}.

The favorable outcomes are those sequences containing two or more heads. Thus,

E = {HHH, HHT, HTH, THH}.