Answer: Desde and de, in addition to their common meanings of "since" and "of," respectively, often are translated as "from." When used to mean "from," these two prepositions can be somewhat confusing, because the distinction, at least to foreign ears, isn't always clear. And in many cases they are interchangeable. For example, both de aquí al centro and desde aquí al centro can be used for "from here to downtown."
However, as a general rule, it can be said that desde more strongly indicates motion from a location, although it is frequently used where no destination is given. To give two examples, desde commonly would be used in sentences such as echó el libro desde el coche (he threw the book from the car) and corrió desde la playa (he ran from the beach).
Desde also is used with other prepositions: desde arriba (from above), desde dentro (from inside), desde abajo (from underneath). Note that these phrases tend to indicate motion from the specified area.
There are numerous cases where de, not desde, must be used to translate "from." Many of those are instances where in translation "of" can be substituted for "from," even if awkwardly. Examples: Soy de los Estados Unidos. (I'm from the United States. I'm of the United States.) Sacó el dinero de la bolsa. (She took the money from the purse. She took the money of the purse.) Sometimes the preposition por can be used to mean "from": Está debilitado por hambre. (He is weak from hunger.)
In the case you mentioned ("¿Desde dónde nos llamas?"), perhaps the best explanation is that desde is the preposition of choice in that phrase; that's simply the way it is usually said (although sometimes you will hear de used instead). By the way, ¿Desde dónde nos llamas? means "Where are you calling us from?" Desde is similarly used with hablar ¿desde dónde hablas? (where are you talking from?), although again de is often used instead.