The term originally had a literal geographic meaning. It contrasted Europe with the cultures and civilizations of the Middle East and North Africa, Sub-Saharan Africa, South Asia, Southeast Asia, and the remote Far East which early-modern Europeans saw as the East. In the contemporary cultural meaning, the phrase Western world includes Europe, as well as many countries of European colonial origin with substantial European ancestral populations in the Americas and Oceania.
Actually European nations is what it originally meant. Western European.
https://en.wikipedia.org/wiki/Western_world
The term originally had a literal geographic meaning. It contrasted Europe with the cultures and civilizations of the Middle East and North Africa, Sub-Saharan Africa, South Asia, Southeast Asia, and the remote Far East which early-modern Europeans saw as the East. In the contemporary cultural meaning, the phrase Western world includes Europe, as well as many countries of European colonial origin with substantial European ancestral populations in the Americas and Oceania.