European Immigration?

I didn't realize immigration is also an issue outside the U.S.A. I just learned that many people in Eastern Europe try to immigrate to Western Europe. I thought everybody would want to come to the United States. Maybe they cannot afford a thousand dollars for the plane ride, and instead choose to settle in Western Europe. I have heard that France is one of the countries with the least racism, and I think Nicholas Sarkozy who is partially Hungarian and Greek Jewish being the current president of France explains some of it. Maybe Europeans hate Americans and would prefer to live in the old and magical world. I also did not realize that there are Muslims living in Europe. I mean I thought there probably would be some Muslims in Europe but didn't think there would be a substantial number of them, because Europe is where the Roman Catholic Church is and American is where all the protestants in Europe immigrated to, so I thought Europe would be religiously more conservative as in larger percentage of Christians especially Catholics. I did some research of my own and found out that it's true that Europe has substantially higher percentage of Roman Catholics, but I was shocked to find out that it also has a large percentage of non-Christians - a whopping 40% in some countries such as France compared to 20% in America. So what has been transforming the once considered Christian Old World.