The place where Christ was crucified was called in Aramaic gogulþō or gogolþā meaning "skull" (OED) - in Hebrew גולגולת gulgolet. Presumably this was because the hill was rounded like a skull.
In Latin it was called Caluāria "skull", which was borrowed into Engish as Calvary. Latin caluāria is from caluus "bald", from Proto-Indo-European *kl̥h₂-wo- "bald" (AHD).
English callow and German kahl "bald" are both from Proto-Germanic *kalwo-, which is thought to be borrowed from Latin caluus (OED). Although others think it's from another Proto-Indo-European root, *gal- "bald" (AHD).
In Old English the hill was called hēafod-pannan stōw "head-pan place", that is, "skull place".