I have flown to many countries in Europe, including Germany, France, Luxenbourge, Belgium and Spain. All VFR
Its not much more difficult than an internal flight with a few exceptions.
File a flight plan if you are crossing a border between two countries, Some countries such as Spain need a plan filing for ALL fights. Plan the route meticulously, check the weather equally so and remember that you need to be compatent in English to talk to the various ATC' and you need to plan to keep talking to someone all the time if you dont want to find yourself being intercepted.
And finally, dont forget that you have to enter/leave a country through a customs airfield and you should call that field and ensure that the know in advance you are coming. Be nice to them and they will almost always be very helpful.
Have fun
RTC