Being between Scylla and Charybdis is an idiom deriving from Greek mythology, meaning "having to choose between two evils". Several other idioms, such as "on the horns of a dilemma", "between the devil and the deep blue sea", and "between a rock and a hard place" express similar meanings.
Scylla and Charybdis were mythical sea monsters noted by Homer; Greek mythology sited them on opposite sides of the Strait of Messina between Sicily and the Italian mainland. Scylla was rationalized as a rock shoal (described as a six-headed sea monster) on the Italian side of the strait and Charybdis was a whirlpool off the coast of Sicily. They were regarded as a sea hazard located close enough to each other that they posed an inescapable threat to passing sailors; avoiding Charybdis meant passing too close to Scylla and vice versa. According to Homer, Odysseus was forced to choose which monster to confront while passing through the strait; he opted to pass by Scylla and lose only a few sailors, rather than risk the loss of his entire ship in the whirlpool.
Because of such stories, having to navigate between the two hazards eventually entered idiomatic use. Another equivalent English seafaring phrase is, "Between a rock and a hard place". The Latin line incidit in scyllam cupiens vitare charybdim (he runs into Scylla, wishing to avoid Charybdis) had earlier become proverbial, with a meaning much the same as jumping from the frying pan into the fire. Erasmus recorded it as an ancient proverb in his Adagia, although the earliest known instance is in the Alexandreis, a 12th-century Latin epic poem by Walter of Châtillon.