Hi Daniel,
Sorry you are having trouble. Let me help you with this.
My very first guess is to check your main menu set up. It is usually under Appearance > Menu, or it could be handled by your theme. There could be a checkbox or a dropdown where you can set where the link should open. Look for something like ‘new tab’, ‘new window’ or if it is coded then ‘target=”_blank”.
If this does not help you fix it, then please share with me your system information, so we can investigate further. Here’s a handy guide to help you with this task:
https://theeventscalendar.com/knowledgebase/sharing-sys-info/
Cheers,
Andras