In most of (mainland) Europe there's a priority for traffic coming from the right (on an intersection without traffic lights), and you don't necessarily have to stop when you see there's no other traffic.
So one of the things I think a lot of Europeans will have trouble with at first when driving in America is the fact that on an intersection without traffic lights, there's a system of first come first serve, and you ALWAYS HAVE TO STOP (apparently - see the comments - you only have to stop when there is a stop sign). There are a lot of intersections in America which have a stop sign on all four directions, then the first come, first serve system is applied. That's something which doesn't exist in Europe because you simply don't have intersections with stop signs in all directions (mostly only 2 of them and the main road has priority). At least I don't know of any.
I say at first, because I think it's a very good (if not better) system once you get used to it. But that might also have something to do with the fact that most intersections in America are much larger than they are in Europe, so it's usually much easier to see all the traffic coming from the different directions.