The European version of Gone Home did not make it in time for launch.
Gone Home was supposed to be out on PlayStation 4 and Xbox One yesterday. The game did in fact come out on both systems, but not on the European PlayStation Store. There's no physical version, so everyone has to go through digital marketplaces.
According to developers Fullbright, "last-minute complications" with certification and rating are responsible. Fullbright broke the news in a tweet, saying this delay affects Europe and Australia.
Sad announcement: due to last-minute complications with ratings/cert, GH Console is delayed in EU/AUS regions. https://t.co/ctq8ducmVe
— Gone Home (@GoneHomeGame) January 12, 2016
Gone Home is of course available on PC, Xbox One, and PS4 in North America.