Quick answer
Calypso is a girl name meaning "she that conceals".
Pronunciation: English /kə.ˈlɪp.soʊ/.
Meaning and history
From Greek Καλυψώ (Kalypso), which probably meant "she that conceals", derived from καλύπτω (kalypto) meaning "to cover, to conceal". In Greek myth this was the name of the nymph who fell in love with Odysseus after he was shipwrecked on her island of Ogygia. When he refused to stay with her she detained him for seven years until Zeus ordered her to release him.
Notes and context
Usage: greek mythology | Ancient Greek: Καλυψώ