The word "happened "is in past tense and the word"happen"is in future tense. Ex for happened :"it happened four days before" Ex for happen:"it will happen " Happen...its future tense: –verb (used without object) 1. to take place; come to pass; occur: Something interesting is always happening in Rio. Happened.....its past tense: –verb (used without object) 1. to take place; come to pass; occur: Something interesting is always happening in Rio. So you see, both are having the same meaning except whether it is already past or it will happen. :) hope this help.

Your first sentence is correct. It is past tense, and means that those things have happened in the past. Your second one is incorrect. If you removed the have, it becomes correct: Interesting things always happen to me... It means that those things have happened, and continue to happen.

UPD. I made a mistake in second sentense I wanted to write; Interesting things always happen to me...

You can't say "have always happen". It's wrong use of Perfect Tense. You should say "have always happenned"- have+Participle 2 of the verb