It might have a European-style plug, but it doesn't comply with the European standards, it should have a normal blue+brown colour coded cable. Both cores of the cable should be equally sized.
However, if it has a 2-pin European plug, it's not polarised anyway. European appliances are designed to operate safely regardless of polarity as the plugs/sockets can be connected either way.
It's not going to make a whole lot of difference which way the cables are connected as long as one is to N and one is to L.
The only thing I would say is if it's a screw-in bulb holder, it may not comply with European standards either the screw part of the bulb may be used as live, depending on which way the lamp's connected. European versions of these fittings have cover to prevent you coming into contact with any live parts.
You could probabally wire it to a UK plug in either polarity and use a 3A fuse. However, it's not compliant with European regs, so there's no way you could say it's totally safe either.
If it's a flat, moulded 2.5A Europlug and you haven't already cut it off. I'd suggest going to B&Q and buying a converter plug. These snap on over the 2.5A Europlug avoiding any wiring at all.