Here's a tutorial video with a detailed look at the Calendar module and how it interacts with the Date module, Views and CCK. Covers some of the differences between date field types and highlights the changes you need to make to feel comfortable using Calendar.

Drupal tutorial video about using the Calendar module. Running time is about 22 minutes.

Drupal Calendar Setup. Running time is about 20 minutes.
Drupal Upcoming Events List. Running time is about 15 minutes.