Deep Blue (Waterfire Saga #1) by Jennifer Donnelly

The first book in the 
WATERFIRE SAGA

On the morning of her betrothal, Serafina's biggest worry should be about her reunion with Prince Mahdi. Instead she is haunted by strange dreams foretelling the return of an ancient evil, and the city is stormed by assassins.

Led only by her shadowy dreams and pursued by the invading army, Serafina and her best friend Neela embark on a quest to prevent a war between the mer nations. They must search for four other mermaid heroines who are scattered across the six seas.

Together, they will form an unbreakable bond of sisterhood and uncover a conspiracy that threatens their world's very existence.