MADRID—Europeans will elect a new European Parliament in May, but how many of them really know what it does? The continued lack of common knowledge across Europe about the European Union and how its byzantine governance institutions actually function is a challenge for political parties and their candidates. It is why these races have typically revolved around domestic issues. This time, however, populist and euroskeptic parties are bringing some EU issues into the debate, such as migration, but as a way to criticize the EU, not constructively engage with it. They have a receptive audience, as they are poised to win more than a third of European Parliament seats.