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.'
It would be quite the coincidence if it turned out Nate's dad had something to do with the same pirates or with what they are after.
Here I thought Nate is just a simple fisherman...
Here I thought Nate is just a simple fisherman...