Is this a silly question?  It certainly seems silly.  Of course, we all know where Europe is.  But do we really?
To know where Europe is one has to know where its borders are.  And what are Europe’s borders?  Well, it’s all water, isn’t it?  The Artic Ocean, the Atlantic Ocean, the Mediterranean Sea, the Black Sea, The Caspian…But what about the islands?  Is Greenland part of Europe?,  Well it’s part of Denmark, isn’t it, even if it is closer to the Western Hemisphere.  And what about Malta in the Mediterranean?  For centuries, it was considered a part of Africa but now it is a member of the EU.  And what about Cyprus?  Its closest neighbors are Turkey and Syria but it is considered part of Europe even if it is to the east of Anatolia which isn’t.  (Not such a long time ago, Milan Kundera complained that Prague was considered to be in Eastern Europe while Vienna was in Central Europe—an absurdity if one actually looks at the map.)
Things get really complicated when we go to Russia.  The Greeks and the Romans thought that the border between Europe and Asia was the river Don. More recently, the Ural mountains were considered to be the boundary between Europe and Asia, between European Russia and Siberia.  How about the Caucasus?  The geographers apply the notion of the watershed and rule that Georgia and Azerbaijan have small parts that are in Europe and Armenia (tough luck) s all in Asia.  And we haven’t even talked about Kazakhstan…
These are the judgments of maps and professional cartographers.  What about ordinary people?  When Russian noblemen in XIX century (such as those that populate “The Estate of Wormwood and Honey”) talked about visiting Berlin or Paris or Vienna, they talked about “going to Europe.”  And when Peter the Great, established St. Petersburg on the Baltic and moved Russia’s capital there, it was widely understood that “Pétersbourg est la fenêtre, par laquelle la Russie regarde en Europe.” (as quoted by Pushkin in “The Bronze Horseman.”)

Conventions used for the boundary between Europe and Asia during the 18th and 19th centuries. The red line shows the modern convention, in use since ca. 1850.
  historically placed in either continent, with the red line denoting the most common current boundary.