Some Islamic countries in the middle east has got a long history of trying relationship with the west, and with terrorist attack of ISIS being a real threat to the world, would travelling to middle east put me in some kind of monitoring list of EU? Would that travel history bring me trouble if I need to get through EU immigration?
Basically, the answer is no. It's anecdotal but I have heard many reports about people being denied entry to the US based on repeated travel to "unfriendly" countries, never to European countries (and especially not to the Schengen area).
Generally speaking, there is a sharp distinction in the US between citizens and residents, whose rights enjoy strong legal protections, and foreigners, for whom everything goes, especially at the border. Not so in the EU. It's not to say that EU countries are exemplary (they are not, you can find many egregious examples of that) but there is an expectation of due process at the border and a rather restrictive list of valid reasons to deny entry.
Denying entry based solely on your having visited a third country is not common practice and would probably not be legal. Beyond fraud and intent to immigrate illegally, the main reason to deny entry is that you present a threat to public safety and the hurdle for that is higher than just having visited a country.