As of right now, the only confirmed neutrino sources we have that aren't artificial are the sun and SN 1987A https://en.wikipedia.org/wiki/SN_1987A. SN 1987A was a supernova in 1987 (the first one discovered that year, hence the A). The supernova was in the Large Magellanic Cloud, a very nearby galaxy (which is close enough and small enough that there's been some question whether we should really call it a separate galaxy). The supernova was one of the every few that was close enough that it was visible to earth by the naked eye. While every supernova is believed to create many neutrinos (and in fact this flood is an important part of the process) most supernovas are too far away for us to detect the neutrinos from the supernova because neutrinos are so hard to detect.
As of right now, we don't have any way of making any neutrino detector that is more sophisticated than putting a big bunch of mass in the way and hoping to notice when neutrinos happen to hit it by sheer chance (which is extremely rarely). IceCube is one of a next-generation detector where we have used pre-existing mass, in this case, ice as the South Pole for the bulk of the detector. It turns out that the ice very deep down under high pressure (from the ice above it) is nearly perfectly transparent at the light frequencies need, while the bulk of ice on top blocks out stray light and a lot of stray particles that would swamp the signal.
Detectors like IceCube can be used to actually detect the neutrinos from a supernova before the supernova's light reaches Earth. This isn't due to the erroneous claim from a few years ago that neutrinos travel faster than light, but rather because when a supernova occurs, the light from the core of the star takes multiple hours to get out of the core because of all the mass in the way, while the neutrinos aren't slowed down by this almost at all. This means that the neutrinos effectively get a few hours head start on the light- since they are traveling so close to the speed of light, they get to keep almost all this head start by the time they reach Earth. In the case of SN 1987A the neutrinos did as predicted arrive a few hours before the light. This means we can if we detect a neutrino burst and can get its directional data (which IceCube can approximately do) then we can point our telescopes at a supernova *before the light arrives at Earth* which means we'll get to see the very beginning of the supernova and hopefully get a much better understanding.
Right now, to assist in this there is a Supernova Early Warning System http://snews.bnl.gov/ which is tied in to the various big detectors so it can let astronomers know that a neutrino surge has been detected- this could of course be a supernova, but there's also the even more exciting possibility of an as yet unrecognized event that produces a lot of neutrinos. It will be very important in either case that a lot astronomers get a good early look at it, both professional and amateur, so the system is designed so that anyone can sign up for alerts from it. So if you are an amateur astronomer you should probably sign up- they send out about once test alert a year.
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