Absolutely nothing! The call was invented by an English radio officer named Mockford. Since much of the traffic at the time was between England and France, he proposed the word “Mayday” which the phonetic equivalent of “m’aider” in French, meaning “help me”.
The first use of the Mayday distress call was in 1927, but it gained official status of a nautical (sea) term call only in 1948.
Bonus fact 1: The previous distress call had been the SOS morse code signal, but it was soon found unsuitable for voice communication, due to the difficulty of distinguishing the letter ‘S’ over the radio.
Bonus fact 2: The first widely adopted distress call on the radio was CQD, which was offered by Marconi, inventor of the radio, in 1904. CQ was a general note to instruct the other party to stop broadcasting and listen, and D stood for distress. A popular interpretation of the code was that it represented “Come Quick, Distress”, or alternatively “Come Quick, Danger”.
The CQD code was short lived and in 1906 at the International Conference in Berlin, the German standard of SOS was adopted and approved in 1908.