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I have no clue where to start. What are the "must do's" to get a good start in those markets? Which Search engines should I attack first?
Part 1 [webmasterworld.com]
Part 2 [webmasterworld.com]
The Primers cover anything from multiple domain extensions (dot-de, dot-dk etc.) to translations etc.
For more on translations, you should notice:
Translations will get you top rankings in major engines [webmasterworld.com]
Translations and customer support [webmasterworld.com]
Furthermore I would also take a look at:
Is good SEO practise enough in Europe? [webmasterworld.com]
Where we discuss the options in Europe concerning SEO methods and try to get a fix on wether advanced methods is needed or you can go a long way with just good optimisation.
Finally I would read Pay for Play in Europe [webmasterworld.com] to get a fix on the "Pay for.." situation here.
There you go; a little reading to get you going. When done, pop back in here to get the latest buzz and answers to your questions. I'll bet you will have some really good ones by then :)