The parent compounds of the high-temperature cuprate superconductors are Mott insulators. It has been generally agreed that understanding the physics of the doped Mott insulators is essential to understanding the mechanism of high temperature superconductivity. A natural starting point is to elucidate the basic electronic structure of the parent compound. Here we report comprehensive high resolution angle-resolved photoemission measurements on Ca$_2$CuO$_2$Cl$_2$, a Mott insulator and a prototypical parent compound of the cuprates. Multiple underlying Fermi surface sheets are revealed for the first time. The high energy waterfall-like band dispersions exhibit different behavior near the nodal and antinodal regions. Two distinct energy scales are identified: a d-wave-like low energy peak dispersion and a nearly isotropic lower Hubbard band gap. These observations provide new information on the electronic structure of the cuprate parent compound, which is important for understanding the anomalous physical properties and superconductivity mechanism of the high temperature cuprate superconductors.