We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These solutions are characterized by a parametrized Young measure and a concentration defect measure in the total energy balance. Moreover, they are weak in the probablistic sense i.e., the underlying probablity space and the driving Wiener process are intrinsic part of the solution. In a significant departure from the existing literature, we first exhibit the relative energy inequality for the incompressible Euler equations driven by a multiplicative noise, and then demonstrate pathwise weak-strong uniqueness principle. Finally, we also provide a sufficient condition, a la Prodi and Serrin, for the uniqueness of weak martingale solutions to stochastic Naiver-Stokes system in the class of finite energy weak martingale solutions.