Hi:
The instructions for the solution only show creating Europe as the filter, as shown below:
Is there any chance that you clicked the Control key and selected ALL along with Europe? Or that you did not uncheck the box for ALL in the filter window?
If you start over and very carefully follow the steps outlined in the Solution, you should only have 1 filter. Have you started over from the beginning?
I also recommend that you carefully review the demo video that appears immediately before that Exercise. At time stamp 4:10, the narrator starts working with changes to the default visualization including building filters. And, at approximately time stamp 04:39 in the video, you can see the All box in the Filter Window is checked by default. You need to UNCLICK the word ALL in order to click just the country (as shown in the video) or the continent (your task). Here's a screen shot from the demo video that shows ALL is checked:
And here's a screen clip from the video that shows ALL is unchecked:
It seems to me that this might be your issue.
Cynthia