Howdy Sarah,
Sorry that error message isn’t more clear. What it is saying is that somewhere on your site is a post or a page that is trying to steal the yoursite.com/events/ URL. If you go into your WP Pages, do you see one titled events? Or perhaps in your WP Posts. If you delete that page the error will go away. Or you can just click the X on the error message and make it go away that way. But if you do that the post/page that is trying to display will never display, or might cause unexpected issues with the calendar.
Does that all make sense? Will that work for you? Please let me know.
Cheers!
– Brook