OK, well the ones I know about are:
"Line up and wait, runway XX" instead of "Taxi into position and hold, runway XX" - that isn't so difficult!!
The confusing one is the altimiter settings - Europe uses two for local area approaches, QNH and QFE, and the readings are in millibars instead of inches of Hg. Of course getting these wrong can be a problem, that is ATC thinks you have 1000ft separation and you don't!!
QFE - Height above the airport based on local station pressure, gives 0 on altitude at touchdown.
QNH - Altidude above mean sea level based on local station pressure setting. With this setting the altitude shown at touchdown will be the altidude of the field above sea level. The ATC is supposed to give you the QFE or QNH or both when you are given an altidude descent below FL070. (Most of Europe uses Flight Level down to FL070)
QNE - This is the standard setting used for flight levels - 1013.2 millibars or 29.92 inches Hg.
And when I flew in a BA767 to Moscow, the crew said they have to have a conversion chart for flying in Russia for METRES to Flight Level! And they said that altimeter settings aren't adjusted over there for the airports, so if the airport is 2,000ft above sea level then you land with your altitude at 2,000ft.
Flight Levels stuff is all the same in Western Europe, but look out for RVSM, as it now applies across the whole of Europe.
And practice reading your callsigns as separate numbers, so DAL64 isn't Delta sixty-four it's Delta six - four.
Don't "Declare an emergency" you either "Mayday, Mayday, Mayday" which is we're in trouble right now, or "PanPan, PanPan, PanPan" which is we have a problem and need priority. So one engine out or low fuel emergency would be a PanPan scenario, cabin depress would be a Mayday.
"go around" is followed by "follow missed approach procedure" the MAP!
That's most of all the ones I can think of.
liveatc.net has several feeds from European and other international airports, and enroutes that may throw up a few others.
Good luck with it all, and give me a hollah if you're jetting into London.