My calendar is alerting me of possible malicious

If running iOS 13 or earlier versions, check: Settings - Passwords & Accounts - Accounts - Any rogue entries here? If so, delete the rogue account. 

If running iOS 14, check: Settings - Calendar - Accounts - Any rogue entries here? If so, delete the rogue account. 

Segundero wrote:

How to protect the information

The information is fine if you do not act on the bogus messages.