Event categories appear at the top of the Calendar page. Events appear on the calendar (and in Event Lists on other places on the website) as the same color as their respective category. Users are able to sort events by clicking on Event Categories.

To delete an event category, navigate to your WordPress dashboard, Events, then Event Categories.

Find the event category you wish to delete, and hover your mouse over its name.  Select the red Delete option.

If you wish to delete multiple event categories, click on the checkbox next to their name. Then, click on Bulk options and select Delete. Click Apply to delete.