Been having some fun with CGM Calendar converting it to use UK formatted dates and in the process have uncovered a couple of bugs, probably cut'n'paste errors.
The error strings for dealing with the exclude_dates_select in both the add and update cases have "incorrect include" instead of "incorrect exclude".
More seriously in the update case the validation check for day uses $date rather than $date in the intval < 1 or intval > 31 conditions.
BTW: I think CGM Calendar is a great plugin, I tried a lot of them before settling on this one. Converting it over to use UK d/m/Y formatted dates was a pain in the butt though but looking at the code it would require a serious re-architecture to make this configurable.