Which country was the first one , in which the Christian Church was separated from the state? I know it must be in Europe, but I don't know which one exactly.
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It is unclear from your question what do you mean by "separated from the state".
In fact European history knows only one theocratic state - the area under direct papal control centered in Rome, known at different periods as Papal states or Vatican.
The rulers of all other European states were secular persons.
Still the laws of many European states empathized Christianity as the state religion or Christian god as the source of power.
In all European states the church performed some duties that now viewed as the duty of state. For example, the registration of births and marriages. But among population of different confessions these duties were performed by different religious bodies. For example, births and marriages among Jews were registered by Jewish religious organizations.
I will list some events that may be relevant to your question.
The first government in the world to separate church and state and to offer religious toleration was the American colony of Rhode Island in 1636. It was started by Roger Williams as a "hedge or wall of Separation between the Garden of the Church and the Wilderness of the world." His ideas would inspire John Locke and later Thomas Jefferson.
The first national government to officially separate church and state was the United States with the US Constitution. In 1776, Virginia, South Carolina, Pennsylvania and Rhode Island had disestablishment enshrined in law. The last US state to separate church and state was North Carolina in 1875.
The second nation to obtain a separation of church and state and religious tolerance is likely Brazil in 1891. Mexico and France had anti-clerical revolutions before this time obtaining short-lived separations of church and state through a repression of religion. In Mexico:
Catholicism became the state religion of France again in 1803 re-established by Napoleon following the French Revolution starting in 1789.
Since the OP asked about Europe, specifically: I didn't check every nation in Europe, but I assume that Switzerland is likely to have the earliest and freest laws governing religion. Complete religious toleration was granted in 1874 but separation of church and state was rejected in 1980 by ballot initiative. Here is a good paper on the development of the role of religion in Europe. Religious toleration seems to have been common in Latin America by this time.
The first country with a separation of the Christian church from the state was the Roman Empire.
First, trivially, before Constantine the Church was persecuted by the government and was entirely separate.
After that, there were incidents that showed the Church could claim power above the government. Consider Bishop Ambrose of Milan in the late 4th Century:
The Emperor of Rome at the time was all powerful in the secular field but was reduced to submission in this instance by the Bishop. This did not happen in every instance, most Bishops were not as firm as Ambrose but it did set a precedent for the later Popes to use.