Here is a list of EU countries in the Finnish language to get you started and you can see just how different "countries are countries" can be!
Ruotsi
Suomi
Viro
Latvia
Liettua
Puola
Saksa
Tanska
Alankomaat
Belgia
Luxembourg
Ranska
Espanja
Portugali
Malta
Italia
Itävalta
Tšekki
Slovakia
Unkari
Slovenia
Romania
Bulgaria
Kreikka
Kypros
Irlanti and last but not least
Iso-Britannia