As explained in the movies, Calypso is the daughter of the Titan Atlas, and she fell in love with a young Davy Jones, who was a sailor at the time (and without tentacles on his face).
One storyline I’m still curious about years later is the story between Naomie Harris’ Calypso and Bill Nighy’s Davy Jones.
The Pirates movies spent a lot of time establishing its characters backstories in between Jack Sparrow’s hijinks, but not enough for all of it to sink in for audiences.
He plotted with the Pirate Conclave to seize rule of the seas from the sea goddess for themselves, thus turning her into a mortal human form.