This is your events page.
If you're viewing this page in the dashboard, you will see a link to manage all of the events on the left. This page uses a shortcode to collate all of the events you have created. (a shortcode, usually encapsulated in square brackets like this: [shortcode-name /], is a special code which allows you to pull in content from other areas of your site).
You can modify the text on this page as you see fit, so long as the page continues to use the ['events_content /'] shortcode, it will continue to function as expected.
Do not delete the shortcode:
No Events