While I think the answer to this question is fairly obvious, I want to just be sure because I'm a stingy little bugger like that.

Blanka's E states: E Discard 1 Momentum: If this attack deals damage, your next attack this turn gets +2 damage

Since it doesn't say your next attack PLAYED, would that mean that, say I make multiple copies of an attack, and the normal copy of the attack deals damage, would the first multiple copy get +2 damage, or is the wording on the card just making me think all fuzzy?

i would think that you are right with your interpretation of this. since the multiple copies are placed and not played. however, i would think that you could do his E on the multiples as well and the effects could stack up to your next played attack. but this is just my understanding of it.

The word played isn't there, so yes, it literally means your next attack. If you enhance the original multiple attack, your first copy will get the +2. If you enhance the copy, the second copy will get +2... et al.