In the current Star Wars canon, not a lot is known about the origins of Mace Windu’s purple lightsaber. It contains an amethyst crystal that gives it a distinctive color, but otherwise, it’s an accepted rarity in the galaxy; only a handful of other characters have wielded one.
A possible origin of the PURPLE Lightsaber was teased in the Star Wars Tales comic story “Stones”. The story suggested that, as a Jedi initiate, Windu had a vision of the lightsaber he would construct, but he was unable to craft this weapon due to lacking the necessary parts. He was sent to planet Hurikane to seek these parts, but upon arrival, he was chased by the angry planet natives. One of these natives accidentally fell into a canyon and shattered, but Windu was able to reconstruct them using the Force. The natives would then gift Windu with a purple crystal in gratitude, which allowed him to construct the lightsaber of his literal dreams. This story was non-canon even before all pre-Disney stories were made «Legends», but it highlights just how lauded a purple lightsaber was.
In addition to his purple lightsaber, Mace Windu also used Form VII saber combat, an aggressive fighting style often favored by dark side users, making his weapon even more distinctive in Star Wars canon.