Can't say that I understand what happened either. What I would suggest you do is to back up your calendar on your computer somewhat regularly for a while; at least until you're sure that everything's functioning correctly again. This would give you a backup in case something goes wrong. To do this, open iCal (or Calendar if you're running Mountail Lion), then go to File>Export>Calendar Archive, then save this file on your computer in case you need it to restore from.
Also regularly back up your phone using iTunes. The iTunes backup includes your calendar events (the iCloud backup doesn't). If you are backing up to iCloud, you can still perform a manual backup to your computer using iTunes by right-clicking on the name of your phone on the left side of iTunes and selecting Back Up. (If you're running iTunes 11 and don't see the left sidebar, go to View>Show Sidebar).
At least do this for a while until you're sure that everything is working properly.