p.s. if you are referring to the backend list of events you will need to change line 301 of administrator/components/com_jevents/controllers/icalevent.php from
$order = JFactory::getApplication()->getUserStateFromRequest("eventsorder", "filter_order", 'start');
to
$order = JFactory::getApplication()->getUserStateFromRequest("eventsorder", "filter_order", 'created');
Also change the default sort direction from asc to desc on line 300 of the same file.
Keep a note of your changes so you don't loose them when you upgrade JEvents.