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If you think of the main window of iCal as a 'window' through which you view all active calendars, you'll see that what it actually happening is that events from all active calendars—those which appear in the left sidebar with a check mark—are being shown. A new blank calendar is just another empty calendar layered onto that view, so while it appears to contain all of your other events, it actually contains nothing.
In a similar manner, all other calendars contain only their associated events, but the single views shows all events by default in that window, because—by default—all of your calendars are active or checked.
To see only the events associated with a specific calendar, uncheck the remaining calendars. You can make the process of handling several calendars easier simply by changing the calendar color from one of the default six values, to markedly different ones you pick from the standard color picker. To make that dialog visible, select a given calendar and press the ⌘ I key combination. You will be able to press on the color bar, select the value Other… and then choose any color you wish.
