Event cameras are bio-inspired sensors that output asynchronous and sparse event streams, instead of fixed frames. Benefiting from their distinct advantages, such as high dynamic range and high temporal resolution, event cameras have been applied to address 3D reconstruction, important for robotic mapping. Recently, neural rendering techniques, such as 3D Gaussian splatting (3DGS), have been shown successful in 3D reconstruction. However, it still remains under-explored how to develop an effective event-based 3DGS pipeline. In particular, as 3DGS typically depends on high-quality initialization and dense multiview constraints, a potential problem appears for the 3DGS optimization with events given its inherent sparse property. To this end, we propose a novel event-based 3DGS framework, named Elite-EvGS. Our key idea is to distill the prior knowledge from the off-the-shelf event-to-video (E2V) models to effectively reconstruct 3D scenes from events in a coarse-to-fine optimization manner. Specifically, to address the complexity of 3DGS initialization from events, we introduce a novel warm-up initialization strategy that optimizes a coarse 3DGS from the frames generated by E2V models and then incorporates events to refine the details. Then, we propose a progressive event supervision strategy that employs the window-slicing operation to progressively reduce the number of events used for supervision. This subtly relives the temporal randomness of the event frames, benefiting the optimization of local textural and global structural details. Experiments on the benchmark datasets demonstrate that Elite-EvGS can reconstruct 3D scenes with better textural and structural details. Meanwhile, our method yields plausible performance on the captured real-world data, including diverse challenging conditions, such as fast motion and low light scenes.