(I got the "Europa is off limits" line, from Arthur C. Clarke. Nice.) Callisto is not entirely within the protective shield of Jupiter's magnetosphere, which might mean it is bombarded by the sorts of things that are unfriendly to living creatures like us. So it could be very difficult. Mercury, which does have a magnetosphere, is too close to the Sun, whose solar wind overpowers it at that range. So the Solar System is not very cooperative in this regard.