@abetterjulie Well the thing is, the amount of gravity you experience on the surface of a terrestrial body like a moon is a function of two variables -- the mass of the body, and the distance from the centre of mass to the surface. So if your watery moon happens to have a very dense core, say lots of lead and heavy metals, it could have a much higher surface gravity than you would expect from its size.
@abetterjulie If you want it to retain an atmosphere, you want a liquid core with a spinning magnetic field. But metals can be liquid too -- a core of lead and iron, kept liquid by the tidal forces of the gas giant the moon orbits, would do nicely.
@abetterjulie If you wanted to get really fanciful you could make "why does this moon have way more gravity than it should" part of the setting -- a mystery with different theories to explain it. Explanations could range from my "dense heavy metal core" to "alien machinery we haven't found" all the way to "there's a wormhole at the core that leads to somewhere with much higher mass".