The Eternal Calm is a small film released originally with the Final Fantasy X International. It shows the events that lead Yuna to embark on the journey that is the story of Final Fantasy X-2.
At first, there was no real intention of making a direct sequel to X. But once the short film was released, the fans wanted to see the story continue. Soon, it was announced that there would be the first direct-to-game sequel with X-2.
Though the International version of X was for the Japaneses audience only, the film was given a English translation, and released on disk, with the 75th issue of Playstation Magazine. This issue also fully covered the soon to be released Final fantasy X-2.
If you have completed X, but have not embarked on X-2, you should first see this short film. (Seen below) It will give you a better perception of the story behind X-2.

*Note*
The end of this clip gives some plot spoilers to Final fantasy X-2. You have been warned.