Europa, according to Greek mythology, was a girl who lived a long time ago, the daughter of the king of the Phoenicians. Zeus fell in love with her, and in order to get close to her, he disguised himself as a white bull. He carried her away from Phoenicia, to Crete (where Zeus himself stayed as a baby, so you might say it was his home), and she became the mother of King Minos of Crete. From her name, she does seem to have something to do with Europe, but nobody knows exactly what.
You could also see the story of Europa and the bull as a poetical way of remembering that people originally came to Crete from West Asia, long ago in the Stone Age.
Learn by doing: visit a real bull (at the state fair?)
More about Zeus
D’aulaire’s Book of Greek Myths, by Edgar and Ingri D’Aulaire.