I know that this is rather old in web terms, but I just learn about it at Europawahlgang.de, a German initiative that wants to get young Germans interested in the European Parliament elections:
"I thought Europe was a country?!"
I hope that one day this will not be a stupid question, but at least getting closer to reality than it is today...
(PS.: I don't support the sexism in the clip, but it's still funny from an EU perspective.)