Europa is certainly a likely candidate but it's a little far away to be a realistic first choice. Mars will likely be the first planet our species will terraform and colonize if we survive technology.
Artist's concept of how a Mars colony may look on a terraformed Mars
Eventually (billions of years) our sun will expand to a point that will make life on earth impossible. By then we will likely be a class IV civilization with colonies throughout the galaxy. If not, Mars would buy us a little time (millions of years) until our sun expands even farther, making life on Mars impossible.
Eventually, we will have to leave our solar system altogether to survive after our sun explodes. Any species has a finite amount of time to either become space faring or face extinction.