How are we 100% certain that "Europe" in the sense that we think of it today even existed 2000 years ago...I'd imagine anything away from the mediterranean was probably considered barbaric.

In fact, I think most Romans would have probably felt closer to the Ptolemies of Egypt, or even the Carthaginians or Seleucids (none of which were "european" although many were of hellenistic descent) than they did with their fellow "europeans", the gallic and germanic tribes.