Denist,
No worries. You need to use each chunk for different things.
The CustomListWrapChunk needs to be all of the stuff that goes at the head and foot of your xml code - specifically for you, everything wrapping your actual events. An example would look like this:
<?xml version="1.0"?>
<calendar>
<events>
[[+eventList]]
</events>
</calendar>
[[+eventList]] is the placeholder for all of your events.
The CustomListHeadingChunk in this case should simply be a blank chunk. It typically provides the month separators in list view for mxCalendar, but you most likely won't need those in your XML file. Leaving it blank eliminates the display of this in your XML file. If you do want the months, feel free to structure this chunk however you would like.
The CustomListItemChunk should be the structure for each individual event and would have a structure something like this:
<event>
<title>[[+title]]</title>
<description>[[+description]]</description>
<categoryid>[[+category]]</categoryid>
<startdate>[[+startdate:date=`%b %e`]]</startdate>
<enddate>[[+enddate:date=`%b %e`]]</enddate>
</event>
Note that I've used the standard mxCalendar placeholders, and those will be filled in with the appropriate information depending on the events you create.
I also forgot to mention that you need to create a blank template for this Resource. The template should just contain the MODX content placeholder (like this:)
Hope this helps!