iCal is listed (selected, checked) in iCloud preferences.
I went to 'About This Mac' where it shows I'm running OS X Yosemite.
In the Calendar app, calendars are listed 'On My Mac'. Below the words "On My Mac" there is a gray box with a solid red box and the words "MobileMe Mail To Do"in it. I can check and uncheck this red box. There is no mention of iCloud being an option.
Below this gray box, my email address is printed, and there is a triangle with '!' inside it. When I click on the triangle I get a message that says the calendar could not be refreshed because it couldn't connect to 'cal.me.com'. Tells me to make sure I'm connected to the internet (I am) and to try again later. I have tried again several times.
Thanks in advance for any help you can give me! Maybe my next step is to head for the Apple Store.