I'm focussing on England. It's just a quick question in passing.
No, Europe was not mainly Catholic, and England was largely Protestant. Britain, substantial portions of the Low Countries, Scandinavia, and parts of modern Germany were majority Protestant. There were also Protestants and Jews in smaller numbers in the rest of "Catholic" Europe, although they were often discriminated against, as Catholics frequently were in the majority Protestant areas, including Britain until 1829. Much of eastern Europe, then as now, was eastern Orthodox, and many in the Ottoman empire were Muslim.