The four Galilean moons (Io, Europa, Ganymede, Callisto) all derive their names from lovers of Zeus in Greek mythology (who is Jupiter in Roman mythology). Zeus

The four Galilean moons (Io, Europa, Ganymede, Callisto) all derive their names from lovers of Zeus in Greek mythology (who is Jupiter in Roman mythology). Zeus famously transformed himself into a bull and abducted Europa. Europe as a continent name is pretty messy and incoherent from an etymological point of view – but most words are. Europa as a name for a moon of Jupiter makes a lot of sense. English has the additional advantage of Europe (the continent) and Europa (the moon) being written differently. In, for example, German both are written the same (Europa). (Zeus obviously has more than four lovers and other moons of Jupiter derive their names from those, as well as pretty much anyone who had anything at all to do with Zeus.)