In the Sea of Thieves origin story, the Captain is a central figure. They are often seen as fearless leaders. They command their ships and crews, sailing the dangerous Sea of Thieves in search of treasure. Captains are known for their ability to navigate the treacherous waters and deal with the various threats that lurk, like other pirate crews and sea monsters.
It's likely about the adventures in the Sea of Thieves world. It might feature pirates, their quests for treasure, battles on the high seas, and the various strange and dangerous creatures that inhabit that world.