Mmm.. that's a very vague question
If you're just visiting, all you need is your passport. From what you've written, I take it you're planning on moving over there. Which begs the question: Which country? Where are you going from? Are you students?
If you want to stay, you'll need a job -- If you're a student, check out BUNAC.org for student work/visa opportunities. If you're not a student, it's pretty hard to hop over to just about anywhere in Europe and land a job. Unemployment rates are sharp, making legitimate jobs hard to find, especially for foreigners. And it's pretty hard to get a visa to stay longer than a few months if you don't come in with a work visa.
SO... get those basic questions above answered, then look at each country's entrance requirements.