Final answer:
The Mediterranean Sea forms the southern border of Europe, separating it from North Africa and connecting to the Atlantic Ocean via the Strait of Gibraltar.
Step-by-step explanation:
The sea that forms the southern border of Europe is the Mediterranean Sea. Southern Europe includes various peninsulas such as the Iberian Peninsula, which comprises Spain and Portugal, and is separated from France by the Pyrenees mountain range.
Additionally, Greece, located on the Balkan Peninsula, includes many islands and Crete, while Italy, shaped like a boot with the Apennine Mountains at its spine, includes the islands of Sicily and Sardinia. To the southeast, the island country of Cyprus is also part of Southern Europe. Notably, the Mediterranean Sea creates a natural border between Southern Europe and North Africa, with the Strait of Gibraltar connecting it to the Atlantic Ocean where Spain and Morocco are separated by a mere nine miles.