Whispers of the Maven's Treasure Vault
Whoever told you that damned story, kid, forget it. As quickly as you're able. Better men than you have died seeking the Vault, and better men than them will keep on dyin' as long as it gets repeated. Real or not, the Maven don't share her take with mortals.
Legends say that the Maven, the spirit of the countless souls lost at sea, and of the ocean's own ceaseless wrath, accepts a tithe from the most powerful captains to look the other way as they go about their business. Cuts of their profits and the bodies of mutinous men; she's said to take them all, whisking them away to a vault that is hidden beneath the waves, but only just. Rumors and clues about to its supposed location, and many say that it takes only a bit of trickery to slip inside, whereupon untold riches from centuries of pirating can be found in heaping mounds.
Captains have absolutely been giving tithes to the open seas in the hopes that the Maven will accept them and show mercy to them when the waters become colored with blood. It's a practice that's existed among the more successful pirate crews for nearly as long as the Maven herself. Though there is no evidence that these tithes are ever taken, since most are lost in the depths of the sea, but many take the success of the crews itself as proof enough that it works.
Unbeknownst to mortal-kind, Maven learned of their legend, and though it began with no basis in fact, she has since built several such vaults, lined with traps or inhabited with monsters, each intended to lure in greedy and unwary captains to join her in the depths. It's also left her with a rather obscene amount of wealth at her disposal, and while this is not something gods are typically in need of, it's proven handy more than a few times when an unwary mortal has needed convincing to do her bidding without learning of her true nature.
Rumors abound in the lawless townships and ports of Mavensreach. Talk of an unclaimed treasure lurking just beneath the surface of the ocean was bound to spread due to its subject matter alone, but in a nation of outlaws, pirates, and various other cutthroats, it spread like wildfire. Of course, once the Maven got in on things, she's had an active hand in ensuring the legends persist, even when most of they usual rumor-mills run quiet for a time.