In certain languages (Dutch and German, at least) Europe was sometimes called 'Evening Land', in contrast to the Morning Land in Asia. Oscar Spengler wrote a book called Der Untergang des Abendlandes; which is usually translated in other languages as 'The Decline of the Occident'.

This makes sense, really; 'the Occident' (literally meaning 'the west') stands in contrast to the Orient, or 'the east', just like Evening Land stands in contrast to the Morning Land. Note that 'occident' derives from the word for 'going down'.

In general, there's a sunset theme to discern. I know you didn't want to talk about it, but there is a hypothesis that the word 'Europe' derives from a Semetic root also related to the sunset. It's far from the only theory, though.

The European 'continent' is a cultural and political construct, rather than a physical, geographical thing. It wasn't a thing in need of a name, it's a thing that exists in our minds because we named it.

We're only a stone's throw across the water from North Africa and we have contiguous land borders with Asia and the Arctic. The boundaries of Europe and Asia were primarily decided by the split between the Western and Eastern Roman Empires (although not exactly, the Balkans complicate things, as is their usual role in World History) and the boundary was drawn on defensive military considerations, seas and mountain ranges and rivers were difficult for ancient armies to cross so those made up much of the borders. Hence why the Ural mountains are considered a gate way between Europe and Asia.

The term 'Europe' had been used by the ancient Greeks in a very narrow sense to refer to the border region between the (European) Greek and (Turkic) Asiatic cultures - often located at Thrace, which was on the borders of Bulgaria, Greece and Turkey. They also however used it in a very wide sense to include all of their known world, which encompassed large swathes of Africa and Asia and didn't extend very far westwards or northwards within modern Europe.

During the middle ages the usage of the word shifted westwards, especially during the reign of Charlemagne and that's when we start to see Scandinavian countries routinely included, but even then 'Europe' is sometimes used as a synonym for 'Christendom', right up to the 17th c. and so includes territories outside modern Europe. Through the centuries the meaning of the word expanded to encompass the whole of what we now consider 'Europe'. Even now we still debate this within Europe, are Greenland, Russia and Turkey included or not? How about people living within the Arctic circle such as the Sami?

The modern geographical usage, which as I've mentioned is still not really fixed, emerged with the 'age of enlightenment' in the 18th c. when there was a lot of dictionaries and encyclopaedias being written and everyone was in a great rush to define and classify everything.

NB - the idea that there's some major cultural difference between Asia and Europe doesn't really pan out. Muslim Albania for example is to the West of Christian Armenia and Georgia, which straddle the Europe/Asia border. Similarly, Austrian German is spoken further East than Finnish, which is a Uralic language.

In many respects culturally and politically Israel is part of Europe, geographically that makes no sense, but for historical political reasons it does. Hence Israel competes in the European groups at Soccer tournaments and competes in Eurovision as an EBU (European Broadcasting Union) member.

And so..if you think you know what 'Europe' is and who 'Europeans' are you should reconsider, because we 'Europeans' certainly haven't arrived at a coherent agreed definition yet.

http://zfs-online.ub.uni-bielefeld.de/index.php/zfs/article/viewFile/2871/2408 (PDF)

http://en.wikipedia.org/wiki/History_of_geology

https://www.youtube.com/watch?v=3uBcq1x7P34 (CGP 'contents' video)

http://www.etymonline.com/index.php?allowed_in_frame=0&search=europe&searchmode=none