Don't know of a specific guide for Events in particular, but there's the general modding guide:Any tutorials out there for that? Not somthing I've done before.
Modding - Stellaris Wiki
stellaris.paradoxwikis.com
If you understand the basics of modding, understanding events shouldn't be too hard, though, since the coding language is designed to be easy to read.
The main thing to understand is that usually an on_action (in the Common Folder) is used to trigger an event in the events folder, and that you can use the error.log in Documents\Paradox Interactive\Stellaris\logs to find the mistakes you're making. From that point onwards, it's most just trial and error, and using the game files (or similar mods) as reference points.