How would I go about doing this, i'm trying to get the event to trigger every time my character takes a step.
Well, you could set variables to Player X and Player Y, then you could check them agains Last Player X and Last Player Y. So a parallel process common event like this:
Control Variables: [XXX: Player X] = [Player]'s X
Control Variables: [YYY: Player Y] = [Player]'s Y
Conditional Branch [XXX:Player X] != [ZZZ: Last Player X]
Jump to Label: Player Moves
Else
Conditional Branch [YYY:Player Y] != [AAA: Last Player Y]
Label: Player Moves
Control Variables: [ZZZ: Last Player X] = Variable: [XXX: Player X]
Control Variables: [AAA: Last Player Y] = Variable: [YYY: Player Y]
# What you want to happen when player moves
Branch END
Branch END
Wait: 4 frames
There might be an easier way to do it, of course, but that is what pops to mind.