Lemme be the first to welcome you to the world of Pokemon! ^_^ Welcome.
Now, to answer your question...
It's a little 'convention' where they sometimes give out free 'secret' Pokemon, like Mew, Celebi, or Deoxys. Some events are bigger, and they have live concerts, etc. Upcoming events are usually posted on the Pokemon.com Website.
Some can be huge, as in they take up streets in places like New York City. Other ones are smaller, and are just in a local GameStop or Toys 'R' Us, like the recent Manaphy event.