There's really only one change that mattered - phagocytosis. The ancestor of all was a prokaryote that practiced phagocytosis, the process of engulfing other cells. Endosymbiosis resulted from some of these engulfed cells not being digested.

There are no known modern prokaryotes capable of phagocytosis. Presumably the extinct prokaryotes who were capable, including those from the same lineage as the eukaryotes but which did not pick up mitochondria, were outcompeted by the eukaryotes who occupied the same niche.

Other changes like the origin of the cell nucleus and many other organelles can be readily explained by other malfunctionings of the phagocytosis process. Basically once you have the ability to pinch off parts of your cell wall into internal structures, you suddenly get a bunch of internal structures made of stuff that look surprisingly like cell wall.