Alright James. Thanks; we’ve had another user report this the past day or two as well so it sounds like there may be a bug here. We’re looking into it now and will post an announcement (and tutorial as needed) here ASAP once we figure out what’s up.
Since we do believe it to be related to the permalinks, you may want to play around with some of the other permalink structures to see if any give you success. Also, definitely make sure you’re running 2.0.2 of both Events Calendar PRO and The Events Calendar. Let me know if any of those are successful.