iPhoto "Events" in my Photos

If you have not been using My Photo Stream to transfer photos between your devices, there is nothing to worry about.

My Photo Stream is just a very convenient cache in iCloud, that is holding copies of the most recent photos from each synced device - at most a thousand photos at a time, and only for thirty days. A mac will download the photos from this cache automatically and add them to our photo library, on the mobile devices we have to download them manually. If you have not My Photo Stream enabled on any of your devices, there is nothing to save.

Mark already suggested how to get rid of many albums quickly - you could also ctrl-click the folder "iPhoto Events" and then use the command "Delete Folder". This will delete all subfolders and albums inside this fodler at once.

I removed all iPhoto events this way at once with one click.

The simplest thing to do about these legacy albums in "iPhoto Events" is to collapse the list and ignore their existence. They represent clusters of photos migrated from your iPhoto (or Aperture) library. Some users made use of those clusters back in iPhoto/Aperture, while others mostly ignored them. Since Photos can't tell who cares about them and who doesn't, it migrated them into the closest approximation it supports (albums).

However, if you really want to clean up those leftovers in bulk, you can select several at a time if you are browsing the iPhoto Events folder. Just click on iPhoto Events in the left sidebar, then select albums in the array in the main pane. Most of the usual array of multiple selection tools apply: range (click first, shift-click last), rectangular (draw a rectangle around the selection), discontinuous (click first, command-click to add to selection), even select-all by menu (Edit > Select All) or keystroke (command-A).