Yes, the current EU sucks. But it still is the best platform we have to tackle problems that concern the whole of Europe and which no country can solve alone (like global warming) as well as to facilitate collaboration (like the free movement of goods and people and the Euro).
The EU has become so undemocratic because right after the two world wars, the politicians didn’t trust the people to do the right thing, to start building a new Europe based on mutual interests instead of confrontation. And probably they were right, the people wouldn’t have dared to trust their former enemies. But now this time is long over and the political elite has to learn to let go and give more power over Europe back to its people.
But this can only happen if the people start acting like European citizens, not nay-sayers. For this, the first step is to vote in the election of the European parliament. We have to show the politicians that we are ready to take on us more responsibility, to think not only as national citizens but also as European citizens. Yes, there are lots of things that each nation state has to solve on its own, but there are an equal number of things that need to be solved on a European level, in cooperation and coordination with each other.
After having proved we care about our European parliament by participating in the elections of our representatives, we should also demand to have pan-European votes on proposals by the European council and parliament (referendum) as well as to have the ability to make such proposal ourselves (initiatives that simply need enough collected signatures). Only when we can have a direct impact on European politics most people will start to care about them. But for this to happen, we need to demand the right to do so first.