Odds are it's just a calendar that you downloaded. If so, just delete it like you would any other calendar in the sidebar. If it was an app, it's hard for us to tell you where to find it if we don't know what it's called.
I figured it out, thanks for the help van. I just went to the calendar button in top left corner and deleted the US holiday calendars that were checked, there were two of them there, so it is acting normal now.
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