Learn English – Where does the phrase “I’m so shook/shocked/shaken” come from

Using "curious" in the sense of "odd" or "strange" is more British than American. It does still crop up here and there, but is somewhat archaic, formal -- or, in fiction, intended to convey a British and/or old-fashioned kind of person. E.g., 'How curious!' Dorothy said, peering at the bright purple tree.

So absent context, "The curious boy" will be ambiguous. No getting around it. You have to tell whether it's about the boy investigating something ("The curious boy pressed deeper into the forest") or about a boy being odd in some way ("The curious boy walked down the sidewalk, and we all stared at him"). Or if it means both!

This ambiguity will also be used when someone wants to make puns. "What a curious creature you are!" may mean "you are always wanting to investigate" or it may mean "odd." I recall there being some of this double-meaning in Alice in Wonderland.

"He's very curious" will generally be understood to mean someone has the quality of curiosity, not oddness, in modern American English, but if you want to reduce ambiguity, you use "about" to clarify. "He's very curious about everything!" "She's very curious about ancient Egypt." "The neighbors very curious about our business, and I want better curtains in our house!"

In modern American, "curious" people or animals (the curious cat, the curious child) will be "inquisitive" with an ambiguous side-order of "odd"; the more stereotypically inquisitive the animal (or person: the curious neighbor), the more likely the assumption will swing to "inquisitive." But "curious" inanimate objects will always be "odd." And "a curiosity" is an odd thing.

(You wouldn't use "Curious you!" because either way, applying adjectives to pronouns rarely works well. "Red you!" "Angry him!" "Stinky her!" "Inquisitive me!" -- you can get away with it sometimes, in a slangy fashion, but you tend to need a noun, like "Curious George," the monkey who is curious about everything! (The Curious George books are a series of children's books which strongly normalizes "curious" as an adjective meaning "inquisitive.")

So if you want to avoid ambiguity, use "odd" or "peculiar" or "weird" or "fascinating" in American English, to mean those things. And only use "curious" for things like "He's very curious" (inquisitive) or "I'm curious about this sentence here" (I want to understand this sentence better, I am interested in this sentence).

The relates to jumping (or diving) into the deep end of a swimming pool.

In the deep end of the pool, the water is too deep for you to stand on the bottom, so you are forced to swim. It's a metaphor for coping with the unfamiliar, especially when you are not properly prepared. "Deep water" is a metaphor for the unknown, so when you jump into deep water you don't know what might happen, or what might be lurking under the surface.

A related idiom is sink or swim. When you jump off the deep end, you have choice but to learn to swim, otherwise you're going to drown.

In addition, go (or jump) off the deep end has become synonymous with go crazy, or lose one's head:

lose one's head (v), "To behave irrationally or to lose self-control, especially in a distressing situation"

The connection here to swimming pools is less clear, although it's probably connected with the idea of deep water being (literally) unfathomable, meaning that you have no idea what someone who has "gone off the deep end" is going to do.