Ok I'll also improve my english this time: should'nt it be "AN European city" ?
A/an is dependent on the pronunciation, not how the word is written - and in its pronunciation, the word "European" begins with a consonant.
No! "The" is not correct in english, unless you want to imply that the city is unique in being european.
Another case where it is natural to use "the" is to add to the sentence with a specification. For example you can say "Warsaw is the european city with the tallest trees." Without this specification however, you should use "a/an" not "the".
Not sure why this comment is deleted - I actually agree, 'the' doesn't really make enough sense to accept it. Deleted now.
Eventhough its starte with E, but the pronounciation started with 'j' , so its treated as a consonant, which means the answer is 'a European'. The opposite case is the word 'hour', its started with consonant 'h' but its pronounced as 'our' (without 'h') so its treated as vocal thats why it will be 'an hour'. ;)