Etymology
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deep six (n.)

"place where something is discarded," by 1921 (in phrase give (something) the deep six), originally in motorboating slang, perhaps from earlier underworld noun sense of "the grave" (1929), which is perhaps a reference to the usual grave depth of six feet. But the phrase (in common with mark twain) also figured in sailing jargon, of sounding, for a measure of six fathoms:

As the water deepened under her keel the boyish voice rang out from the chains: "By the mark five—and a quarter less six—by the deep six—and a half seven—by the deep eight—and a quarter eight." ["Learning the Road to Sea," in Outing magazine, February 1918]

In general use by 1940s. As a verb from 1953.

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taedium vitae 
Latin, "weariness of life; a deep disgust with life tempting one to suicide."
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high seas (n.)
late 14c., from sea (n.) + high (adj.) with sense (also found in the Latin cognate) of "deep" (compare Old English heahflod "deep water," also Old Persian baršan "height; depth"). Originally "open sea or ocean," later "ocean area not within the territorial boundary of any nation."
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facilis descensus Averni 
Latin, literally "the descent of Avernus (is) easy" ["Aeneid," VI.126], in reference to Avernus, a deep lake near Puteoli and a reputed entrance to the underworld; hence, "it is easy to slip into moral ruin."
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mal du siecle (n.)

by 1884, from French mal du sìecle, "world-weariness, atrophy of the spirit, aristocratic boredom, deep melancholy over the condition of the world," supposedly a characteristic condition of young romantics in Europe in the early 19c. It answers to German Weltschmerz.

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Davy Jones 

"the spirit of the sea," 1751, first mentioned in Smollett's "The Adventures of Peregrin Pickle" as ("according to the mythology of sailors") an ominous and terrifying fiend who "presides over all the evil spirits of the deep, and is often seen in various shapes, perching among the rigging on the eve of hurricanes, shipwrecks and other disasters." Davy Jones's Locker "bottom of the sea," is 1803, from nautical slang, of unknown origin; second element may be from biblical Jonah, regarded as unlucky by sailors.

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