The culprit in this case is most likely that the three display colors for the calendar are all set to "none" or they are all set to the same color.
  
To fix the problem, go into your calendar in edit mode and click the "Edit Display Options" link at the top of the page. You are presented with several different options as to how your calendar is displayed.  
  
If all the color's are set to "none" or all the colors are set to the same color, they will all blend together and therefore not display anything visible.  
  
As long as the colors are changed so that all three are different, everything in the header should show up without a problem.