How to reproduce:
1. Create a new project
2. Import "Mecanim Locomotion Starter Kit" from Asset Store
3. Place DefaultAvatar.fbx to the scene view
4. Select "DefaulAvatar@Idle Neutral.fbx" in the Project
5. Go to the animations tab in the Inspector
6. If the preview window is showing collapse it down.
7. If the timeline indicator is showing on the events timeline, click on another object and then come back to this tab.
8. Add a new event and call it whatever you want (note that no event appears on the timeline) and click on Apply
9. Play the scene and you will get event error "'DefaultAvatar' AnimationEvent 'NewEvent' has no receiver! Are you missing a component?"