Social media numbers are just the tiny tip of the iceberg, though. Nadal is more popular among the Twitter crowd, sure, but said crowd represents less than 5% of the whole human race. Nadal is traditionnally more popular among the young, Federer among their parents and the more, ahem, wise people (ie the old geezers^^). If you add to that the fact that the current average age of tennis fans is supposed to be 62, well, that's all you need to know, really (also, there was this crazy poll a few years back in which Fed was voted the most respected person in the world after only Nelson Mandela (which was crazy, if you ask me, but shows how immensely popular he is). Nadal has gained a huge popularity in his shadow, though, by being his foil from the start (and, like Hitman, I think that Fed too gained in popularity from that rivalry later on... although he probably didn't need it, to be honest).
As a European, I would say:
Federer
Borg
Nadal
Agassi
Borg was a real rockstar in his time, it was quite impressive (and it probably led, at least in part, to him stopping his career early). Fed's popularity has grown far outside tennis over the years, though, so I would say he has outgrown Borg. Pretty sure that Nadal isn't there yet, but I may be wrong--it may be because of the fact that Federer and Nadal are contemporaries, and Nadal is the clear #2 in that rivalry, popularity-wise (despite what the less than 5% Twitter crowd may have to say about this). Outside this trio, definitely Agassi, as Sampras never really was that big in Europe. Respected, yes. But popular? Not really. Tennis took a serious dive in the 90's in Europe, and that was mainly due to Pete's personnality. It picked up again in the 00's--with Fed. #5 would be tougher to determine, between Sampras, McEnroe, Connors... and Lendl (Ivan would probably be last in that group, though). Probably Mac, because of his antics. I wouldn't bet my house on it, though.
