I'm getting this message as well. When I add an event to the calendar on my dock it doesn't sync to the calendar on my 6s or on iCloud. I just got my new phone yesterday and updated to El Capitan today. I didn't open my calendar on my phone until after the update because it said I needed to update in iCloud first. All my most recent event I just put on the day disappeared right before my eyes. Now I can't get everything to sync back up. Calendar is the only app not syncing.