How Were Europeans Persecuted Before Leaving Their Lands?

Answer 1

It wasn't all Europeans but groups of them such as persecuted religious groups like the Puritans, English Catholics, Huegnots, etc...

then there were the huddled masses of the poor who had been persecuted by merciless landlords for generations.

Answer 2

Throughout history with the exception of the past 50 years or so, most bordering European countries had tensions between, where wars would sprout up and defeated groups would be persecuted. In addition, with the rise of Protestantism in the 16th century, various groups were persecuted for religious reasons.