Most laws in Europe right now are on the side of the consumer. ISP's are not required to save any internet data (or meta data) of their consumers for example. They were required to do so in the past (to fight terrorism) but this has changed in 2015. Downloading illegal content from websites such as the Piratebay is illegal according to the laws of the European Union but in some countries like the Netherlands they are more likely to target the websites which facilitate the downloading of illegal content (some ISP's have been ordered to block the Piratebay soon again for example, and other ISP's might soon have to follow suit), but the end consumer is rarely if ever targeted. In other countries like Germany you can get a hefty fine if you're caught downloading illegal content. But these laws are always changing etc. Some ISP's are always doing everything to protect the data of their customers and Governments of some countries also don't agree with the rules of the European Union so you got all these parties (including the public) fighting one another all the time.

Google has some safety build into it's structure by using the https protocol which means that it would be harder for a third party to hack your emails for example. But on the other hand Google was known for scanning all your emails and pick out words so it could provide you with targeted ads. So all of your emails etc. are/were being read by Google, but not so long ago Google made an announcement that it would stop reading your emails. I don't know if they have as of yet. It's no secret that they have worked and given personal data to governments in the past and there's hardly any doubt that they will in the future (as they are required by law).

If you go to https://adssettings.google.com/authenticated you can opt out of a lot of their snooping. But even then I'm not sure if and how much Google can be trusted. Like Facebook they don't have a reputation of being very trustworthy. And while you might not have as much to worry about much while your in Europe, if you ever voiced your political opinion online I have heard it happen that people were barred from entering the U.S. based on information they shared online, either in private or in public. Organizations like the NSA are known for collecting private information of citizens pretty much everywhere, and not just in the U.S.

But a lot of apps like whatsapp for example also have their own encryption build into it. So in a lot of cases your personal conversations etc. might be reasonably secure.