Okay, so imagine you go to a park and there are lots of people playing. Some people are playing football and some are playing tennis. Now imagine that long ago, there were two groups of people who spoke different languages - let's say the Cal people and the Ugrian people. Kind of like the people playing different games in the park.
But then something happened. The Cal people and Ugrian people started talking to each other and hanging out more. They even started living together in the same place. And when people spend a lot of time together, they start to share things - like their words and language.
That's what happened with the Cal-Ugrian theory. Some experts think that long ago, the Cal people and Ugrian people lived close to each other and shared words and language. Over time, their languages mixed and changed until they became similar. And that's why some of the words in the Cal and Ugrian languages are similar today.
So just like how people playing different games in the park became friends and shared things, the Cal and Ugrian people became friends and shared language, leading to the theory that their languages have a common origin.