I tamed mine by making it come to the shallows and getting it stuck by swimming in circles and using a club, you can get it early by doing this. I used a new club and when I was done it was at quarter health.
1. Get an ichthy with a saddle
2. Find a megalodon underwater
3. Kite the megalodon to shallow water with your ichthy
4. Tranquilize it from the shore or a rock safely
5. Make sure you don't keep shooting it after it is KO (I learned this the hard way)
6. Name it Bruce