Where It Comes From
Odyssey comes straight from Homer. The name traces back to Homer's Greek title Odysseia, which passed into Latin as Odyssea before English adopted it around 1600 as the label for that single poem — the tale of Odysseus, king of Ithaca, fighting his way through a decade of monsters and storms just to get home from the Trojan War. For centuries the word stayed capitalized, referring only to Homer's poem. It wasn't until 1889 that English writers started lowercasing it, using "an odyssey" for any long, adventure-packed journey — the moment a hero's name quietly became everyone's word for a really bad (or really epic) trip.
Oddly, Odysseus's own name is something of a mystery. There's an old folk theory tying it to the Greek verb odyssasthai — roughly, "to bring grief" or "to be hated" — as though he were cursed from birth to suffer the gods' wrath, but most scholars today wave that off as a charming legend rather than a real derivation. His name likely predates Greek entirely, which is also how it wandered through so many spellings (Olysseus, Oulixeus) on its way to becoming the Latin Ulysses.
Say It Around the World
* All three are direct cognates of English, straight from the same Greek root — and all three, like the English word, are feminine-flavored: la odisea, l'odyssée, die Odyssee each take a feminine article. Duden, the standard German dictionary, even uses a bureaucratic ordeal as its go-to example sentence for the figurative sense: getting an official document approved described as "die reinste Odyssee" — quite the ordeal. Some frustrations, apparently, are universal.
The next word is for anyone chasing a big, idealistic dream that everyone else can see is a little bit impossible — windmills included.