Hey there mbs1337. Thanks for the note, and for your support in using this plugin. We're glad to hear its mostly met your needs so far.
This is indeed by design; the events list page is meant to always display the next few upcoming events (how many exactly are displayed is determined by a setting you control at the backend). We have had requests for "sticky" events and while we've integrated that into the CALENDAR view starting with the 3.0 release, it doesn't yet extend into LIST view.
To be clear, though: you are saying that "the first that's showed, is the first I've created." Do you mean they're showing in terms of the first UPCOMING? Or that they're listing by publication date rather than by date of event? They should be listing by date of event and if they're not, that's a problem. They look fine to me on your site but I wanted to check.
Let me know your thoughts and whether I can offer anything else here, or if I misunderstood the issue entirely. Thanks again for your patience so far.