Is it possible to import Events? And if so, where do I start? I've not done anything more advanced than use the CiviCRM UI for imports before now.
Try to use the extension API csv Import GUI .
If you want to import event participants, create the event as normal, then go to
Events > Import Participants. Note that your participants already need to exist as contacts.
If you want to import the event itself ... that's more complicated!