Example of how to change the empty event queue return to text/url

example.php

<?php //Please do not include the opening PHP tag if you already  have one.

function tw_ee_change_event_queue_return_text(){
	return sprintf(
	    __(
	        'You need to %1$sReturn to Events list%2$sselect at least one event%3$s before you can proceed with the registration process.',
	        'event_espresso'
	    ),
	    '<a href="'
	    . get_post_type_archive_link('espresso_events')
	    . '" title="',
	    '">',
	    '</a>'
	);
}
add_filter('FHEE__Single_Page_Checkout__display_spco_reg_form__empty_msg', 'tw_ee_change_event_queue_return_text' );