Assuming you wish to migrate to a country with a higher living standard, the most obvious route is to secure employment in the said country, preferably with a firm that's readily going to sponsor a visa and/or relocation services/reimbursement.
Second would be securing a place to live, because most of European countries require a rent agreement or documents to show that you have a place to live as without a home you can't have yourself registered with the municipality. And if you're not then bank won't let you open an account in the country.
Your best bet is to find employment with a company that offers to take care of your entire relocation process because then they retain someone to handle all the specifics for you.
Cheers!