Callie or its other spelling, Cally, is more popular in the US than other English speaking countries. It is probably a variant of the Irish name, Kelly.
Kelly was originally a boy's name, but is now more popular for girls, especially in Australia. It comes from the old Irish Gaelic name Ceallach, itself derived from the word ceall ("monastery," "church.") Kelly is also common as a surname in Ireland.
There is another possibility, which is that your name was originally a short or pet form of Cathleen or Kathleen (I have seen a novel where a character named Cathleen was known as Callie.) There is an Irish connection here too: Cathleen comes from the Gaelic Caitlin, which itself is the Irish version of the (originally Greek) name Katherine or Catherine. Katherine is a very old name of uncertain meaning, but it gradually became associated with the Greek word for pure, katharos.
