It largely depends on the European nation. Even as a non-native, I don't tend to lump them all in one judgment, just as Europeans shouldn't lump all Americans in one judgment. Every American state is different. Reply to this comment with a European country and I'll share the thing about it that I understand the least.
As a Dutch person, a bit off topic, but some truth in television that I found funny:
The Belgians' relationship with fries.
Last summer I was at a former military camp in the German hills, managed by Belgium when it was still operational, and we had a Belgian tour guide who'd served in the camp when it was active. He joked that the Belgian conscripts serving in that camp still got fries thrice a week, or they'd have a riot.
The thing I understood the least about the Czechlands is why Czechoslovakia didn't have one identity (for a lack of a better way to put it). Like it always seemed like a compound of two places, as opposed to a singular distinct body.