The Western world or the Occident, Europe (western Eurasia), as opposed to the Eastern World (the Orient), Asia (eastern Eurasia), is made up of the countries of Europe, as well as the technologically advanced countries of the Americas that have been influenced (by colonisation or otherwise) tremendously by France, Spain, Portugal, Russia, the United Kingdom or other European nations.
Historical Cold War meaning
During the cold War, when Russia created the Soviet Union and tried to cut itself off from the rest of the West, the term meant those European countries allied against the former Soviet Union also known as the Eastern bloc. The Western world was equated incorrectly with the Western Bloc to include European democratic countries, the United States, Canada, Australia, and New Zealand, and Japan (although the latter countries is geographically in the Far East).
Due to historical confusion, term is often confused with Western Europe or Western Hemisphere.