Trip to Europe

my girlfriends and I are planning a trip to Eruope for 3 weeks. We have some kind of idea regarding which country we want to visit, but don't have detailed plan. Want to ask here in case you have been there before:
1) why to find a safe and less expensive place to say? Safety is our #1 concern.
2) Should we get a train pass ahead of time?
3) Any websites do you recommend, so we can find out more.

Any comments are very much appreciated! Thanks in advance!