Basically there are two different kinds of higher education institutions in Europe. The Universities and the Universities of Applied Sciences.
Whereas Universities are scientifically orientated, Universities of Applied Sciences have a rather practical orientation. One example: At a University you ask yourself How does economy work and what role does it play in society? while at Universities of Applied Sciences you get the specific tools to work in an economical environment. This entails that at University you get a broader but also more abstract overview of a matter whereas at Universities of Applied Sciences you get prepared for the job you want to do in the future.
Of course, this is just a simplistic overview and in some subjects the specific arrangements can be different. For example if you want to study medicine, you also learn about all the tools you need and you have practical internships at hospitals. Even though this is a rather practical approach, Medicine is traditionally studied at Universities.
Thus, the choice of whether you want to go to a University or a University of Applied Sciences can also depend on the subject you would like to study.
There can also be cultural differences. In Europe the national systems of higher education have only recently begun to try and make education equal in all of Europe. Therefore there are still many differences between the different countries as all of them have their own academic history.
This means you can either first decide on the country you want to study in and take a look at the arrangement there. Or you can first decide on a subject and check out the arrangements in the different countries. Of course when you make this decision the language of instruction is a key factor for your decision.