Titan, Saturn’s largest moon, has an atmosphere so dense and gravity so low, you could strap wings to your arms and fly like a bird.
That atmosphere will protect you from cosmic radiation too, and so from resulting cancer and brain damage, but you can’t breathe it. There’s no oxygen. But even if there was, one breath would freeze your lungs. There is water ice, so if you had enough power you could electrolyze (electrolysize?) yourself some oxygen.
Titan is the only place besides Earth known to have liquids in the form of lakes and seas on its surface. These liquids are made of methane but, armed with the right kind of protective gear, one could theoretically be able to swim without harm! NASA’s Janelle Wellons futurism.com
Hmm… if you used oxygen to burn a stream of liquid methane from the plentiful lakes, could you generate enough electrical power to keep the cycle going and still produce heat and light for your habitat? Other chemical reactions might work better, like hydrogen/acetylene, or maybe turbines running on tides in the larger lakes. Saturn is so far from the sun that solar panels aren’t efficient, but there is sunlight. A sort of perpetual sunset – orange, thanks to the hydrocarbon haze.
For a research station, perhaps you could carry everything you need with you, but for a colony you’ll need resources. There’s plenty of hydrocarbon feed so expect everything possible to be made of plastic, but what about minerals and metals? Titan may have a rocky core, but it’s buried under ice hundreds of kilometers thick. Saturn’s not hopeful either. Its outer layers are hydrogen and helium, and if you dive very deep you’ll never get out again. Maybe you’ll find meteors and asteroids captured in the rings.