I've only heard of England, Scotland, Wales, Northern Ireland (because I'm British), South Holland, North Holland, Flanders, Prussia, Bavaria, Catalonia... I know there's more... I've just never heard of them. Sorry. What if anything confuses you about Europe?
There are lots of things, but I would imagine the (number of) languages. Thats the first thing for me, starting with English.
The history...I had to learn all about the United States history which is about 400 years or a wink in time compared to the massive amount of history in Europe. History of course fascinates me so I love reading about it. But there is just soooo much is need 15 lifetimes. Then there is folk lore and customs, loads of things. That's not even mentioning Asia which since I graduated from United States public schools I know is a content...