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Touring around SL is hours of fun, but sooner or later you'll probably want to find some fun events to attend in-world. So how exactly do you go about that?
Well, here are two easy methods:

Try the Search Box. You can find all kinds of things to do by bringing up your Search box, and clicking on the Events tab. When you click the Search button, you'll get a long list of happenings in SL. It's arranged chronologically, so the events happening soonest are at the top.
As you can see above, this results in a long, unfiltered list that seems to have a suspicious number of shopping-related events. It's good to remember that anyone can get any event listed in the Search box by paying a small fee, so you're bound to see lots of people trying to get you to their stores to shop by listing "events" there.

If you want to narrow things down a bit, you can select the Type of event you're interested in: Arts & Culture, maybe, or Sports, or Educational. Here, we've chosen Live Music. Now, this is more like it! Here are a bunch of concerts and club dates to choose from. If you see one you like, just highlight it, and a Teleport button will appear on the right side of the Search box. You can click it to head right over!
Join some Groups. Many SL groups have events going on all the time -- especially the various library-related groups. Join some groups that look interesting to you, and then you'll get notices of their upcoming events. And a lot of times, these events aren't listed in the Search box, so it really pays to join some groups.

Handily enough, the Search box also has a tab for Groups. All you have to do is type in a keyword or two. Type in something that interests you, click Search, and see what groups pop up. When you see a group you want to join, just click that blue "Join" button on the right-hand side.

You can also find interesting groups through other avatar's Profiles. See my friend Nikola's groups? Looks interesting. I can click on any of these groups and access their group information.
When you find some events you want to attend, here's a trivia question for you: the times of SL events will usually be listed in the "SL Time Zone." What the heck is that? It's the same time as the U.S. Pacific Standard Time.