If you want to change the layout of the legend module you can customise it as follows.  For example you want to move the "All Categories" to the start of the list (instead of the default end of the list).
  1. Copy the file modules/mod_jevents_legend/tmpl/YOURJEVENTSLAYOUT/legend.php to templates/YOURTEMPLATE/html/mod_jevents_legend/YOURJEVENTSLAYOUT/legend.php
  2. Edit this copied file and find the displayCalendarLegend method
  3. In this method you should see code like this:
    $allcats = new catLegend("0", JText::_('JEV_LEGEND_ALL_CATEGORIES'), "#d3d3d3", JText::_('JEV_LEGEND_ALL_CATEGORIES_DESC'));
  4. And a couple of lines beneath this
    array_push($allrows, $allcats);
  5. replace this with
    array_unshift($allrows, $allcats);