Are there any options I can't change once an event has been created?
The ability to change your event Title, Represents name, dates, messages, images and 'Preview' state (on/off) will always be available when editing your event. However, some options will not be displayed when editing when certain conditions occur...
Once you have received registrations, 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.
The second option that may not be available to you when editing your event is the ability to archive your event. This option is only ever available when creating an event (so that you can effectively save your new event as a draft in the Archived Events area) and when your event has completed it's run time (passed its specified end date).
The third option that may not be available to you when editing your event configuration is the Slug field. This field becomes unavailable once you remove the 'Preview' mode setting on your event - this is to ensure that any event links in emails that may have been received by registered attendees are not broken while your event is 'live'.