Hey Angela!
You can indeed change this. The Events Calendar just inherits the default settings from your WordPress installation, so to change what day of the week your weeks start on, just head to Settings > General in your admin area and find the “Week starts on” option – here’s a screenshot of this for reference: https://cloudup.com/cUHumNu_u5V
If you change that option, and save the changes, your month and week views should all be updated to reflect this new start-of-the-week 🙂
Let us know if this helps!
— George