No, as far as landmasses go, his empire did not span "most" of what we know today as Europe. But it did span much of Western Continental Europe, and the entire coastal areas surrounding the Mediterranean.
Free historical hint: The first Roman Emperor to use the name 'Caesar' without being given it at birth was the usurper Servius Galba, who claimed the title "Imperator Caesar" in AD 68. So while the man I'm thinking about has 'Caesar' in his name, it was a family name and not a title.
You may be thinking about the rumor that Julius Caesar made the hoop earring famous, but at this time in history, most men and women commonly wore earrings as a status symbol. It's possible that all emperors had their ears pierced.