I think Europe is pretty awesome. If it wasn't for my friends/family/mexican food I would have probably never moved back.
Given, I've only done the western/central part, but still love the place.
The only thing I really noticed is that it's harder to make friends there. After living in 3 different states in the US and living in around 8 different cities, I've never had issues making friends and finding things to do on the weekends. You walk into a bar and just start talking to people, it's pretty easy.
In the countries I've been in in Europe, it's been a lot harder. From the few friends I've met, apparently you should never accept a drink from a guy unless you are ok with sleeping with him that night. Smiling at people is generally a come on.
I'm not saying the people in Europe are less awesome, just way harder to get to know. I spent 4 days in Annecy at IF3... the only people I met were Canadians; I'm still confused by this. It was weird. 5 months in Switzerland and the only friends I made were started by awkward first meetings thanks to Couchsurfer.
The one thing I don't like about Europe though is Customer Service. Screw asking anyone in a train station for help. Once you have a first class ticket and are on the train, they are helpful, but asking basic questions like, "hey, where do I make reservations?" seems pointless. This was my general view of asking anyone who was working for help. Restaurants/Bars I don't really care. It's places where there is an Information sign and the information they provide is shit. I didn't find 1 single person who was genuinely helpful except for in first class cabin.
Stereotype: If I go to europe by alone I'm going to be kidnapped and sold. This is what a lot of people seemed to think. Yet here I am... back in the US. 6 months of traveling alone and I was not raped or traded for drugs.