Heres a league breakdown MK,
There are leagues in most major European Countries, but the major leagues are as follows:
England (Premier League)
Spain (La Liga)
Germany (Bundasliga)
Scotland (SPL)
France (Ligue 1)
Baaically it is strongly considered that the English and Spanish League are by far the best, and contain the highest standard of football.
The Spanish League is dominated by Real Madrid and Barcelona.
The English League is dominated by Man United, Chelsea, Liverpool and Arsenal.
The Champions League which you saw last night, is a huge Knock Out Tournament that features only the best teams from the best leagues around Europe. Insanely difficult to win, but winning crowns you the best in the world.
As for who to support I suggest you start watching the game and allow yourself to choose a style of play and team that you enjoy above others.
A lot of people start supporting United just because they win everything, but they are still an amazing team, and last nights defeat probably wasn't the best example of them. They still dominate almost every competition, and I think they play the best football in England.
Chelsea, are unpopular with everyone except their own fans, mainly because they spent nearly 300million pounds perfecting their team. That being said they are still an excellent team.
Arsenal, focus on playing attractive, beautiful, passing football. In 03/04 they went the entire league without losing a single game, eventually setting the record at 49 matches before finally losing to united. These days they haven't won anything in a few years but are still one of the best teams in Europe.
Liverpool, a great team that plays with alot of passion, apart from their key players they don't have the quality of some of the other teams but still know how to win. The Likes of Torres and Gererd make them a hard team to beat.
Barcelona, great team with a great legacy and currently have some of the best players in the world. Have the biggest stadium in Europe holding more than a 100,000. Have a lot of money and don't mind spending it. Also they have Messi.
Real Madrid, another great team with alot of money. They have dipped in standard this year, getting hammered by Liverpool in the Champions League.
Those are the top teams around right now in my opinion, but when you start watching the beautiful game you'll tend to find someone you like more than others.
P.S. SUPPORT ARSENAL!!