Are there any event settings I can't change once an event has been created?

The ability to change your event title, name, dates, messages, images and 'Preview' state (on/off) will always be available when editing your event.

However, once you have received at least one registration, you will be unable to change the Password Scope for your event - this is because an event can only be set to a single Password Scope, and once an attendee has created a registration the scope has been set definitively. Until that point, the option to change this will be available to you to set as you please.