How does the safety record of a Cessna 152 compare to a jetliner in Europe? I have a fear of flight and I'm working on it.

There is an airfield about 40 minutes from me and they offer flying lessons in a Cessna-152 for around 140 euros per hour. Pretty reasonable I think. So, this is my next step. But... I've only ever flown in an A320 / 737. This is because of the (approximate) very low risk of around 1 in 11 million of a fatal incident occurring.

My question is, what is the fatality rate (per million) for flights in a Cessna? I know it will be higher, I just want to know how much.

I did Google and look around, but the stats seem skewed on several sites as they include global incidents, whereas I know Europe is more tightly regulated than some parts of the world. Also, I'm not going to be performing (intentional) aerobatics, so I think we can exclude those cases as well.
I can't give an answer on this, but the reasons why are informative. General aviation as a whole has a higher accident rate than commercial aviation, at least in part because of the many varied missions, some of which are inherently higher risk, like:


Microlights
Homebuilts
Cropdusting


So the statistics aren't going to be very much to go on. Additionally as you mention it varies a lot globally, and there's variations for the type of flying, time of day and other factors. Focusing down on the C152 isn't going to give you a good figure because they are an extremely popular training airplane, which is a higher risk activity. 

Basically you want to know what the accident rate is for a European Cessna 152 flown in the day by an instructor pilot for non-training purposes, there just isn't any data source for that. It's going to be pretty low I would imagine.