If the calibration is confusing, ignore it. Just pick any temperature on the heater close to what you want, set the heater, then let the tank do its thing. Come back and check the temperature a little bit later. If it's too high, set the temperature dial lower. If the temperature is too low, increase the temperature dial. Once your tank has stabilized, if you'd like, move the calibration to reflect the range you want. The problem also could be that the thermostat is broken. Try turning the heater all the way down and see if the light turns off. If not, you might need to replace it.
This is how you'd use a heater without the calibration anyway. You'd just have to set it to an arbitrary number and see where your tank ends up. At least with the calibration feature, you can change the temperature display to reflect what actually happens in your tank.
For what it's worth, on natural reefs, temperatures can swing by several degrees in the course of minutes as currents bring colder water from the depths. Natural reefs also experience temperatures up to 90*F, especially in the Red Sea. Having your tank at 82.5*F is not an emergency. Just keep an eye on the temperature and try to minimize the changes.