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Through a re-analysis of survey data collected with a sample of 9,731 youth aged 11–17 from 10 European countries, the article explores how some of the most popular online activities for children and young people (i.e., informational, social, and entertainment activities) relate to different types of perceived digital skills, as well as individual and social characteristics (such as age, gender, emotional problems, sensation seeking, parental mediation, and family environment). Furthermore, this paper looks at the moderating role of the family environment between enabling parental mediation and online activities. Using multi-group structural equation modeling we found that emotional problems, perceived informational and social digital skills, and enabling parental mediation were associated with informational online activities; sensation seeking, perceived informational digital skills, and enabling and restrictive parental mediation were associated with social online activities; and restrictive parental mediation was associated with entertainment online activities. Implications of these findings for educators, policy-makers, and parents are outlined, as well as limitations and future directions.