Davy Jones, the spirit of the ocean as known to sailors. Originally an American term popularised in fiction (sometimes rationalised as David Jones, and given a mythical biography), the English equivalent is Duffy Jones, which shines some light on its origin.
Duffy is the Caribbean term for a ghost or spirit. It is believed by some to derive from Devi or Deva, the Indo-European term for spirit, demon or god, which may have been the original term, a Devi Jones is recorded in some versions.
Jones was once Jonas and refers to Jonah, the Hebrew prophet thrown overboard to have his legendary encounter with a whale. Some scholars believe this Bible story may originally refer to a Phoenician sacrifice to their sea god, identified by Jews as the Leviathan, as is the whale in the Torah.
So at root we have a Devi Jonas, a christianised sea sprite of unknown origin and age, who could concievably date back to near Phoenician times according to some (as the Phoenicians had another custom of locking sacrificial victims to their sea god within his statue, hence 'locker'), though this is highly speculative.