As a language lover, what’s your favourite European language that’s spoken by millions of people but studied by very few people?

Albanian.

I’m biased as someone who’s both Greek and a linguist; but there’s lots of Indo-European grammar, lots of areal effects, lots of tussling between Latin and Greek in the lexicon, and of course its syntax is ridiculously familiar for a Greek speaker. That, and it is an isolate branch that’s quite unfamiliar to the masses, so it has exoticism appeal.