Well, traditionally, there was a concept of "christendom" (which, by late medieval Europe, matched almost perfectly with what we call Europe), divided by religious lines, rather than geographical. There are still maps from this period with Europe labelled as such, but no one would have called themselves "European" - they would have used "Christian". However, in the early modern period, and as Anthony Bridge argues in his biography of Süleyman the Magnificent, the German reformation began to fracture that idea of a united Christian Europe (in a religious sense, if not political), and yet, particularly after the first diet of Augsburg in 1526, the Catholics and Protestants were forced to work together to combat the ottoman threat. With this, it is claimed, the idea of "Europe" became more prominent, as that of "christendom" seemed less true.