Rare in Europe? I'm looking out of my window in central London and there are at least three squirrels arguing about brexit or something. In warmer months, I need to be careful not to kick one of them as I go by on the sidewalk. They are everywhere.

The squirrels in London, and most of the UK, are American greys - imported as pets in the 19th century. The rest of Europe has the much more timid red squirrel.

Well, one can hardly generalize to Europe just from London.

To give just one counterexample, I grew up in a very rural/mountainy part of Austria, surrounded by forests everywhere, and I can count the times I have seen a squirrel on one hand.

I saw lots of squirrels in Prague so it's not just London. They also have these massive rodents in the river. They are very tame, can be up to the size of a small dog and have big, red teeth.

I thought you were joking at first, but apparently not!

https://en.wikipedia.org/wiki/Coypu

What's the prevailing opinion on Brexit among squirrels?

Parent did say Europe. Assuming the UK even wants to be called a part of Europe, it's just a small part...

Europe is a continent.

Which is neither here, nor there. (I'm a European in any case, I know what "Europe" is).

That said, Europe is many things.

There is one (actually several) geographical definition (as a continent), geo-political definitions, cultural, historical, and other...

Even Wikipedia has some of the nuance:

Europe is a continent that comprises the westernmost peninsula of Eurasia (extending from the Urals to the Iberian Peninsula), the Scandinavian Peninsula, Great Britain, Ireland, Iceland and many smaller surrounding islands in the North Atlantic Ocean and Mediterranean Sea.

Europe may also refer to:

Continental Europe, the mainland of Europe excluding the islands surrounding it

European Union, a European political supranational entity

The grey squirrels are an invasive species; even in wild parts of Scotland you'll see them far more often than the native red squirrels.

In most places it's an either/or; you won't see both. I've never seen a grey squirrel north of roughly stirling, but have seen plenty* (well, a handful, 4 or 5) of reds in the area. Meanwhile, near me (Edinburgh), greys are abundant.

At least in Madrid they are not uncommon even in city parks; and there are plenty at the sierra.