Firstly, it's an election, NOT a referendum. An election is to elect PEOPLE.
The election is to elect members of the European Parliament. This happens every 5 years. If Brexit had been done on time, we wouldn't need to have any election, but as we have a bunch of useless indecisive MPs, the EU insists that we vote as we are still members. And you need to be a citizen of an EU country or you can't vote.
The election takes place, unlike other elections in the UK, by closed-list proportional representation by region. Each region elects a number of MEPs. Each party puts up a list of candidates, you can only vote for a party, and whatever fraction of the vote they get, they get that fraction of the MEPs. Of course it has to be rounded off to the nearest one and parties that don't get enough votes to even count for one MEP won't get anyone elected.
I see from previous questions that you live in London, so you're in the London Region. That elects 8 MEPs. The choices available are Conservative, Labour, Liberal Democrat, Brexit Party, UKIP, Green, Change UK, UKEUP, Animal Welfare Party, Women's Equality Party, and 11 independent candidates, so it's quite a long list. You just need to vote for ONE of those. That's all.
Then the votes are counted, it is calculated how many of the 8 places each party should get, and that's the result. That won't be declared until Sunday as most of the other EU countries don't vote until Sunday. For example, the London Region result 5 years ago was Labour 4, Conservative 2, UKIP 1 and Green 1.
So all YOU have to do is look at that long list, and pick one. Only vote for one.