Mermaids are air breathers, so couldn't live on Europa. For the rest, it's certainly scientifically possible for life to exist there. NASA's even working on a proposed mission to detect it: https://astrobiology.nasa.gov/news/nasa-panel-supports-life-detecting-lander-for-europa/
But of course life could be a long way from an intelligent civilization. Life of some sort has existed on Earth for 3.5 billion years or so. but multicellular life forms have only been around for a billion, intelligent life (using a very charitable definition of intelligent) for maybe a million, and technology maybe 10,000. So even if there is life, it would seem that there's only about a 1 in 100,000 chance of a technological civilization.
For what that life MIGHT be like, the closest we can come on Earth would be undersea vent communities.