[subject] + 所 + [verb] + 的 + [noun]
[subject] + 所 + [verb] + 的
所 goes in front of the verb in a 的 phrase when the noun being described is that verb's object: "what he said", "the problem we care about". The subject comes first, then 所, then the verb, then 的.
Taking 所 out leaves a normal 的 phrase with the same meaning: 他说的 and 他所说的 say the same thing. 所 makes it formal, so it belongs in speeches, essays and reports. In chat it sounds stiff.
所 needs a verb that takes an object, and the noun has to be that object. When the noun is the doer – "the people who came" – there's no 所.
The subject stays in front of 所, never after it.
所有 "all" is a different word that happens to start with the same character.