Do I have any authority over airspace above my land? With all this talk about drones flying around and delivering parcels for the merchant websites, I'm wondering from a "landlubber's" perspective, how much say I have over the airspace of my private land.

Now I know this question is a bit broad and quite difficult because it might differ from country to country and also depend on the size of the land, for instance a farm vs. a house in the city. It might also be interesting to know how it affects a piece of private land with a private runway.

But since it is sadly the norm these days for every country to follow Europe's lead eventually on these kind of privacy issues, Europe's might be the most relevant in the end. Any general insight from you all on this would be very informative.
In the US you have, effectively, zero rights over the airspace above your land by default: Control of airspace is entirely delegated to the FAA, and they're super serious about it.

If you designate your land as an airport you can certainly establish a control tower and request an airspace designation from the FAA - whether or not they approve your plan depends on the existing airspace around you though: If your airport would create a problem for an existing airport you'd probably not be able to get an airspace designation for it, and it may even be classified as an objectionable airport.