First, I assume that you are using one of the latest versions of the Calendar widget ... I think that the latest version is about 4.2.+.
Second, I also assume that you have an association between the User entity and the Activity entity such that one User can have many Activities. I will assume that this association is named MyFirstModule.Activity_User.
If this is all true, and your Calendar widget is sitting in a dataview that listens to the User data grid (which you indicated that you are doing), then I believe that all you need to do is to properly set the "New event reference" property on the "Behavior" panel on the Calendar properties.
Under that you probably want to select: "MyFirstModule.Activity_User/MyFirstModule.User", assuming that I have guessed your entity and association names properly.
Then, in your "AddNewActivity" microflow that has a "NewActivity" fed into it, you should be able have a "ChangeObject" action activity that sets the association MyFirstModule.Activity_User of type MyFirstModule.User to the value "$NewActivity.Activity_User".
I hope this points you in the proper direction.
Thanks for your quick answer. Your assumptions were correct as well as your solution! Many thanks again!