If you want to read the detailed account of what happens, you can go to book five of Homer's Odyssey. In this book, we read of Odysseus's interaction with and escape of Calypso. Here is the story in brief.
After the Trojan War, while Odysseus is on his way home, he comes to Calypso's island. Calypso falls in love with him and Odysseus becomes stranded there. In a very real way, Odysseus becomes sort of a love slave of Calypso. However, Odysseus is still love his wife, Penelope.
As the gods see all of this. However, Athena pleads on Odysseus's behalf and asks Zeus to free Odysseus. Zeus agrees and so he sends Hermes to Calypso and bids her to let Odysseus go. Calypso must obey, but she does so unwillingly. If she could have it her way, she would have kept him forever. So, Calypso helps him build a new ship and sends him on his way.
Athena is Odysseus's patroness.