If you'd like to change the first day of the week that displays on your calendar views, you can easily do this right from your global WordPress settings. Log in to your WordPress site's admin, then navigate to Settings > General from your WordPress sidebar. You'll find the drop-down menu selector for Week Starts On near the bottom of this settings page.
Select your preferred day from the drop-down menu provided, then click the Save Changes button to apply your changes. Your selection will automatically be applied to your calendar views and can be changed at any time.
If you should have any other questions about changing the display of your calendars or events, we're just a click away over at our support help desk! Please don't hesitate to reach out to us at any time! :)