When Elenei fell in love with Durran and gave her maidenhead to him, becoming a mortal afterward, her parents, enraged, sent forth a massive storm that destroyed Durran's bayside keep as a "wedding gift". Durran declared war on Elenei's parents and rebuilt his keep, which was again destroyed. Four more castles were raised, each stronger than the last, and all of them were destroyed. Durran's seventh castle, Storm's End, withstood the rage of the gods.
In the books
In the A Song of Ice and Fire novels, the legend of Elenei and Durran is the same. Even though the First Men had adopted the Old Gods of the Forest of the Children of the Forest, there's no mention of which gods they worshiped before their conversion. Elenei's parents are similar to the deities of the Three Sisters - the Lady of the Waves and the Lord of the Skies, which made storms every time they mated - and the Drowned God and Storm God of the ironborn, all indicate the belief in elemental gods.