My guess
No Rome, you probably have an expanding Celtic influence, at first somewhat fractured, but as the tribes learn of the wealth in the peninsula, more tribes move south.
Northern Italy almost certainly becomes more Celtic, probably a larger kingdom.
In the long run I believe without Rome to beat them up, the Celts become the predominent force in Central Europe, Iberia, and North Italy in a number of small kingdoms.
You still would get a lot of the early Germanic wanderings, and without Rome the Cimbri and the Teutons aren't wiped out, so the Swiss area would probably be Germanic.
To the East the Goths are in motion, but without Rome to serve as a magnet, they probably loosely 'bounce' off a Greek state and end up in the Adriatic.
Having a number of small kingdoms would mean that the area is probably better able to resist the expansion of the German tribes around OTL 400 AD, and I would guess that for the most part German would be distributed as it is, with the exception of the Adriatic.
One question though is the destruction of the Dacians (an extremely wealthy people in the middle of Europe) doesn't happen. Does everything happen around them (they didn't seem inclined to foreign adventure), do they become a target for tribal raids (for wealth), or do they become a central power?
In the far east you always have the Persians, and without Rome they are going to come on strong! I see a Persian middle east, which means you could still get a messianic jewish religion, but now responding to Persia rather than Rome. It is possible that this religion would pick up parts of Mithraism (Which I believe is loosely based on a Persian belief system, maybe a fusion occurs again, this time with Mithra on top).
Islam is gone, but it is possible that if there is a powerful mithraism, a counterweight religion forms elsewhere. My guess would be somewhere people have too much time on their hands.