FYI- The Text for the Calendar control takes HTML...
So, if you want some color to differentiate you can do something like...
SELECT tblStudyTasks.study_task_id, task_start, task_end,
CASE
WHEN COUNT(person_id) = 0
THEN '<font color="red">' + tblTasks_LU.task_name + '</font></br>'
ELSE tblTasks_LU.task_name
END AS task_name
FROM tblStudyTasks
INNER JOIN tblTasks_LU ON tblTasks_LU.task_id = tblStudyTasks.task_id
INNER JOIN tblStudy ON tblStudy.study_id = tblStudyTasks.study_id
LEFT OUTER JOIN tblAssignedPersons ON tblAssignedPersons.study_task_id = tblStudyTasks.study_task_id
WHERE @ddStudySelection = -1 or tblStudy.study_id = @ddStudySelection
GROUP BY tblStudyTasks.study_task_id, task_start, task_end, tblStudy.protocol_number, task_name
ORDER BY task_start, task_end
So, my text will be red if no-one has been assigned to my task