Krishna and Balarama spent their apprenticeship with sage Sandipani and his wife. The couple lost their son a long time ago.
The brothers wanted to bring him back to thank him and went on a search. Since the place was near the ocean, they asked him to return the Guru’s son. The ocean explained to them that he did not have the son with him, but that he could imagine that he was with the demon Panchajana, who lived in the depths in the form of a shell.
Krishna dived into the ocean and found Panchajana, he killed him but could not find the Guru’s son. So he took the shell and the search continued. He finally found him with Yama, the Lord of Death, who gave him to Krishna.
Panchajana became Panchajanya, Vishnu’s conch.
Read the story here
http://utkarshspeak.blogspot.com/2015/07/gurudakshina.html