Believe it or not, this is Finn trying to be nice and take an interest.

So yeah, some context on the name Davy Jones: It's kind of like a 'John Doe' sort of name. It's used by people in coastal places who can't go by their own name for whatever reason- often, but not always a criminal past. It has quite a big stigma attatched to it and is associated with bad luck. Most people change their names to something else as soon as they can- Nate's dad was weird for actually keeping and passing the name 'Jones' down. The female equivalent is 'Bonnie Jones.'