Hi I can explain this - I will try to be succinct but the system is a bit longwinded.
Firstly; the long lists of names. In EU elections, you do not vote for a single MEP, you vote for a party. That list represents each parties choice of MEPs. The order in the list is the order of preference of that party. So if Labour win 4 seats in London, they will make the first 4 names on that list MEPs etc etc.
Secondly; who would win. The form of PR voting in EU elections works like this: In the first round all votes are counted, and the party with the most votes is awarded a seat. The votes for this party are then halved and the votes compared again, whichever party has the most votes in this round is given the second seat and has their vote count halved. This goes on and on until all seats have been allocated.
As an example - Labour get 2000 votes, Con get 1500, Brexit party get 1200 in an area with 4 MEP seats. In the first round Labour win (L:2000, C: 1500, BP:1200). In the second round Con win (L:1000, C:1500, BP:1200). In the third round Brexit Party win (L:1000, C:750, BP:1200). In the final round Labour win again (L:1000, C:750, BP:600). So in the end Labour get 2 MEPs, Con get 1, and Brexit Party gets one.
This form of PR reduces the need for tactical voting, but doesn't eliminate it. Very small parties are wiped out if they cannot secure enough votes to win a single round, and landslides are rewarded by winning multiple rounds with ease.
So basically, vote for who you want. This isn't like a GE.