  AT 2019azh is a H+He tidal disruption event (TDE) with one of the most
extensive ultraviolet and optical data sets available to date. We present our
photometric and spectroscopic observations of this event starting several weeks
before and out to approximately two years after the g-band peak brightness and
combine them with public photometric data. This extensive data set robustly
reveals a change in the light-curve slope and a possible bump in the rising
light curve of a TDE for the first time, which may indicate more than one
dominant emission mechanism contributing to the pre-peak light curve. Indeed,
we find that the MOSFiT-derived parameters of AT 2019azh, which assume
reprocessed accretion as the sole source of emission, are not entirely
self-consistent. We further confirm the relation seen in previous TDEs whereby
the redder emission peaks later than the bluer emission. The post-peak
bolometric light curve of AT 2019azh is better described by an exponential
decline than by the canonical t^{-5/3} (and in fact any) power-law decline. We
find a possible mid-infrared excess around the peak optical luminosity, but
cannot determine its origin. In addition, we provide the earliest measurements
of the Halpha emission-line evolution and find no significant time delay
between the peak of the V-band light curve and that of the Halpha luminosity.
These results can be used to constrain future models of TDE line formation and
emission mechanisms in general. More pre-peak 1-2 days cadence observations of
TDEs are required to determine whether the characteristics observed here are
common among TDEs. More importantly, detailed emission models are needed to
fully exploit such observations for understanding the emission physics of TDEs.
