1. If I live in Canada, I am Canadian. Americans are citizens of the United States of America. If you are referring to Canada and United states, (and other NA countries) you would be North American.
2. I don't know about European countries, however, in Canada when I ask people what they first think of when they hear "EU" is Europe. So you are right about that it really does mean the European Union, but it's perceived different in other continents.
3. I wasn't trying to compare the two continents, I was pointing out on how you were trying to compare a continent (Or the EU) to a single country, which wouldn't have made any sense.
4. Land mass doesn't mean population and you should know this. Canada, for example, has 9.985 million km², however, has a population of a measly 35.16 million. So having a "massive country" wouldnt justify having a large population. Furthermore, Germany. It has a land mass of 357,376 km² and a population of 80.62 million. So there you go.
"thx for lesson tho"