Answer:
A large part of Europe was once part of the same large Empire: the Roman Empire, which ruled the totality of Mediterranean Europe, plus what is today France, the Low Countries, Switzerland, England, Wales, and a few areas of what is today Germany and Austria.
The Western Roman Empire fell, and the regions that it previously ruled were left in a power vacuum. New peoples, particularly germanic tribes, began to settle the previously Roman areas. With time, each of these groups formed new political entities, that developed accross time into the European countries we now today.
For example, the Franks settled in and around Paris, and from this settlement, a large Empire was formed a few centuries later: the Caroligian Empire, founded by Charlemagne. However, the Empire did not survive for long after Charlemange's death, and was divided into three parts: East Francia, Middle Francia, and West Francia.
Middle Francia would quickly disappear, because it was too politically unstable. East Francia on the other hand, would become the Holy Roman Empire, and West Francia would become the Kingdom of France.
From this example, we can see how the European territory evolved from being ruled by a single Empire, to being ruled by a myriad of states.