Hi!
To delete the plugin itself you could simply delete the plugin directory, normally called the-events-calendar and found within wp-content/plugins.
You could do this and then upload a fresh copy/re-install from scratch – and that might be worth a try before you wipe anything from the database.
Beyond that, if you really feel the urge to clear all event data from the database you could use Event Rocket. Simply activate Event Rocket, then deactivate The Events Calendar and look in the Tools menu for an Event Data Cleanup option and go from there … do understand though that this is a third party, unsupported plugin – so you would be using it at your own risk.
Does that help?