First login to your account at iCloud.com and look at the calendar there because that is the "master" and what will be pushed out to other devices. So set it up there how you want.
Then go to each client device and turn off iCloud calendar sync and when prompted tell it to delete calendar data from the device. Then turn it back on and you should match up with what you saw on iCloud.com.
If you are seeing other calendars it is likely because you are also syncing other calendars in iTunes and you need to turn that off.