Programming against event hubs can be tricky but luckily Microsoft provides EventHubProcessorHost to make your life easier. It supports checkpoint and lease management out of the box.

See here for general guidance for programming against Event Hubs using EventHubProcessorHost. And more details on how EvenHubProcessHost works can be found here. If you want to get to the sources they are available at GitHub which also has some samples linked in the FAQ section of the readme.