The central episode is the aftermath of the first revelation on Mount Hira. The accounts describe Muhammad returning to the house in distress, asking to be covered, and fearing for himself. Khadijah's response, as the sira preserves it, is not a theological argument but a character reference: that God would not disgrace him, because he kept ties of kinship, bore the burdens of others, was generous to the poor and hospitable to the guest, and helped people in their troubles.
She then took him to her paternal cousin Waraqa ibn Nawfal, an old man who had become a Christian and knew the scriptures, and Waraqa identified what had come to him with the namus that had come to Moses, and warned him that his people would drive him out. Both Sunni and Shia tradition hold Khadijah to have been the first person to accept the message, and the disagreement between them concerns which man was first, not her.
Her material support mattered as much as her assent. When the clans of Hashim and Muttalib were placed under boycott in Mecca and could not trade or intermarry, her wealth carried the household through it. She died in about 619, in the same year as the Prophet's uncle Abu Talib, and the year is remembered in the tradition as the year of sorrow.
The sources for all of this are the biography of Ibn Ishaq as transmitted by Ibn Hisham, the campaign histories, and the later biographical dictionaries, all compiled well over a century after the events they describe. That distance applies to everything known about the period and is stated here once.