Correcting the general settings corrected this issue for me. Thanks Angelo!
I have a similar problem. If I access the calendar page using the www. prefix the calendar works perfectly. If I access the domain without the www I get a calendar with no events. My workaround is a refresh link to the url with a www. prefix. I have tried several themes with the same result. http://www.peccalendar.com is my site. Help!