You can only move to Europe if you actually have citizenship of a European country, or have a job offer and therefore a visa. The prospective employer needs to prove there are no European citizens available to fill the position before offering you the job - very hard in the current economic climate. You also need to be fluent in the language of the country you wish to move to. Without citizenship or a secure job you cannot move to any European country.

look,i am writing from Italy sometimes i go to Australia, then back to Italy for a couple of years

In Europe there is a good life style, good friends, but there is a dark side of the coin: Europe is in a financial crisis!!

every time in Australia i usually be unemployed around 6 month per year, in Italy just 2 month, but i earn more in Australia, in italy the salary is very low

i do not want to say it is a bad idea, and i not want to say it is a good idea, you need to think yourself what are you looking for!

If you have a job that pays your needs stay where you are. It will be difficult to find work in may EU countries unless you have excellent qualifications and long-term expereience.

In some you may not find basic work even as an unskilled worker.

If money isn't the drive and you just want experience a different culture, why not go for it?