On the calendar app there is a button to the top left that says Calendars.. This should give you the option to choose more than one "calendar" or show all calendars.
So you can work off of a calendar on your phone only or one that syncs w/your email (yahoo, gmail, etc) try checking which one you have selected.
I've done this before and it looks like all my entries disappeared because I somehow had it changed over.
Also to delete an appointment or went click the event itself, that shows on the bottom of the screen in month view of the calendar, and it will take you to an options screen, hit "edit" then scroll all the way down to the bottom and hit "delete"