I have plenty of direct flights from my city to the US, however on one occasion I took a connecting flight via Amsterdam, purely for the fun of flying. It was not cheaper than a direct flight. Once in Amsterdam I was questioned about my choice before boarding the flight, I was told to show evidence of a return flight, they also wanted to see ties to my departure country, they wanted to know why I'm flying at that particular time, and once they were satisfied, they waved me through. I believe that all passengers were questioned, but I don't know if they were questioned to the same extent.
Is there anything I need to be aware of with this approach? I feel that, when questioned, they won't be satisfied if I'm telling them I'm doing this for entertainment - particularly if the layover is too short to be able to leave the airport and explore.
Maybe relevant, maybe not, but this was less than two weeks after President Trump's original Travel Ban. I did not however have any connections with any of the countries in the ban.