I just spent a really long time looking that up to realize it isn't really as simple as I thought.
I did find an explanation that someone did on italki that does a pretty good job of explaining it: https://www.italki.com/question/279618
With "All" you have to say what you're referring to. It typically is used to talk about All of one specific thing. All of the books in the library were blue. All of my friends when to the movies. I ate all of my food.
"Everything" includes all of more than one specific thing.
Examples: Everything in the library was blue. Not just the book, but also the desks, carpet, walls, etc.
Everyone went to the movies. This could include friends and people that you don't know.
I ate everything. Not just your food or the food on your plate but possibly all the food on the table.