You should be able to go into the calendar, highlight individual events and delete each one by one.
If you want to delete everything, you could go to Settings - Applications - Calendar Storage and then "clear data". But that will delete everything off of your phone.
If you want to delete events from a certain period of time (say from 2010 to 2013), I am not sure that the standard Android calendar app can do this. I know I should be do this with my third party app, Calengoo, but I have never tried because I have kept all my calendar events since 2000.