How would the authorities monitor what you download? There is no easy way of tracking downloads from one click hosters (OCH), if you use them there is no file sharing. No uploading. And people always get in trouble for the "sharing" and "uploading", not the "downloading" really.
Only possible ways for any law enforcement anywhere on the planet to find out what you download are:
1. the one click hoster logs IPs and stores them indefinitely, said one click hoster then gets raided and the police will also investigate downloaders, not just the uploaders. You ISP stores IPs as well, ISP is contacted they give out your address
2. the police has bugged your computer with a trojan horse etc and they monitor everything you do, but then you are in REAL trouble anyway and downloading games is the least of your concern and they still wouldn't care about it because the stuff you got bugged for is probably infinitely worse
3. maybe the forum keeps logs of everything, including what links you click, forum gets raided, but again, for that to happen there needs to be a dev who presses charges, extremely unlikely
In short: it's virtually impossible for you to get in trouble.
You also have to consider that for the police or lawyers etc to even bother with anything someone needs to sue all those anonymous downloaders or press charges. It is extremely unlikely that even bigger devs would ever bother with going after pirates. Their reputation would go down the drain. And if there are no piracy charges or if the dev doesn't hire some shady lawyers that somehow try to track downloads (impossible with OCH!!!) then nothing will ever happen. The police or lawyers won't pursue things like illegal downloading if there is no one who presses charges or wants an investigation.
But as I said, there is no easy way of tracking you here, no one can tell what you download. Your IP is only visible to the one click hoster. No one else. Not other people. So no, you won't get in trouble in Europe, or anywhere else really. There is a reason one click hosting has superceded torrents for many things. No uploading, virtually impossible to track, unless you compromise the OCH or your PC.
And even if a OCH gets raided they only go after the uploaders who earned money and actually shared something. No one cares about the tens or hundreds of thousands who downloaded something.
So that was my very long way of saying: don't worry! Stay away from torrents, only use torrents with VPN. One Click Hosters and downloading games/movies/shows from Mega or Gofile, Mixdrop, 1Fichier and the myriad of other services etc is safe.