I'm of the opinion that Europe is not a continent, but a cultural region, much like "Latin America" or "The Orient".
For this reason, the physical boundaries of Europe are flexible, open to debate, and in my opinion, constantly shifting.
What is it that makes a country European, though? I think it is a sense of a shared, European identity. Even though most European countries are fiercely nationalistic and proud of their heritage, there is a sense of relationship that different European cultures feel, relative to how they feel about say, Middle Eastern or African cultures.
In my opinion, the things that make a country European are:
1) A Roman Catholic, Protestant, or Eastern Orthodox heritage
2) The use of a Greek-derived alphabet
3) A cultural orientation towards the "West"
Of course, many European countries are not very Christian anymore, and many of them were not converted to Christianity until quite late in the Middle Ages, but the concept of modern 'Europe' that arose a few hundred years ago is strongly tied to the concept of Christendom during the Middle Ages. In the non-religious parts of Europe, Christianity has been replaced with a distinctly Western form of secular humanism. While modern countries like Bosnia and Albania are mostly Islamic or non-religious today, they nonetheless have a Christian heritage and a European and not Middle Eastern identity. Turkey also arguably falls into this category.
Another thing that all European cultures share is a Greek-derived, either Latin, Greek or Cyrillic, alphabet. Obviously, this is because of the legacy that ancient Greece, Rome and Constantinople had, which is the very base modern European civilization and identity is built on.
The third thing is the most debatable perhaps. The third point is the reason why I do not consider Russia, Ukraine and Belarus European societies. While they have a Christian heritage and use Cyrillic, and are genetically and ethnically related to their European Slavic cousins to the west, their orientation has been towards the east for several centuries. In my opinion, their conquering of Siberia, and strong influence over the Caucasus, Mongolia, and Central Asia, and their general non-relationship with the European Union today, shows that they are not part of the European community even though they are kin to Europeans.
Places like Cyprus, the Canary Islands, and so on, while physically in Africa or Asia, I still consider part of Europe due to Europe being a cultural region and not a continent.
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