It really depends on the country and people's personality.

In my experience in Southern Europe people tend to love share stuff about themselves (and will easilly go into their life story) whilst in Northern Europe getting anything about them without having a long acquaintance with them is very hard if not impossible.

Apparently the Finnish are very averse to small talk (pretty much the opposite of Southern Europe).

Then there are also other variances - in Britain they'll tend to portray themselves as better than they really are feeling, in Portugal they'll tend to complain about life and things and in The Netherlands, if you do get them to open up, they'll be very matter of fact.

After language, it's maybe the hardest kind of thing to get used to when going to live in another country.