Here's some 4-1-1 on the coolly named spot. It's a strait, a.k.a. a narrow body of water that connects other water to even other-er water. This particular one connects the Mediterranean with the Black Sea, and Leander has the gumption to swim across it every night.
Legend says that the Hellespont was actually named for a girl named Helle, who fell into the strait while flying over it on the back of a flying golden ram. (Um….) The ram eventually became the Golden Fleece that Jason and the Argonauts came to fetch. Some say Helle drowned in the strait like Leander, while others say she became a sea goddess of the body of water. Though if that's true, you'd think she could've lent Leander a hand. Or a fin, we guess.
Oh, and it gets better: the Hellespont actually still exists. Today, we call it the Dardanelles.
One last thing: why does Leander have to swim the strait? Well, he and Hero came from two cities on either side of the strait. Today, those cities are located in modern day Turkey, and back in the day, they were really well positioned for trade. Being perched on the Hellespont was great because every merchant who was going from one sea to the other had to stop by. It was also beneficial for secret affairs. Just saying.