Overall, the purse you bring to Europe should be small, offering you quick access to the limited number of items you'll need on a daily basis.
Both the purse itself and the contents should be as light as possible. 20,000+ steps is a lot of steps in a day and hauling around a heavy purse isn't going to make those tourism days any shorter.
Ideally, opt for a crossbody purse, or at least a purse with a shoulder strap long enough that you don't have to keep pushing it back up onto your shoulder all day.
As we've discussed, whatever purse you've selected simply must zip fully, to protect against pickpockets.
The ability to survive could be because it is small and can be tucked into your coat, or because it is made from a water resistant material, or both.
How to fit in with the Europeans? Stick to neutral color options, far fewer logos (if any), clean and classic silhouettes and you'll fit right in.