Are there any essays, books, or stories that Africans, native Americans, etc. wrote during European expansion and colonization?
Colin Calloway has two collections of Native American writings that you might be interested in. The first is The World Turned Upside Down and concerns the early colonization of North America east of the Mississippi up to the founding of the USA. The other is Our Hearts Fell on the Ground and concerns those affected by the US's expansion beyond the Mississippi. While both books are fascinating, they're both rather short. Fortunately, the passages used are occasionally excerpts from larger works so they can point you in the direction of additional books that might interest you.
I might find some time later to give you some examples of the books, but at the moment, I'm away from there.
Not a native writing in any sense, but Dan Richter's Facing East From Indian Country is a great read. He melds traditional story telling with an imaginative use of other sources to create a sense of what it was like to be an Indian as the first groups of colonizers arrived.
Great book. Finalist for the Pulitzer. Definitely worth your time.
James Lockhart's We People Here: Nahuatl Accounts of The Conquest of Mexico is, as the title states, a collection of the Nahuatl-language accounts of that time period. It should not be considered a perfect collection of primary sources. For instance, bulk of the text comes from SahagĂșn's Historia General... which has issues stemming from being written by Christianized Nahuas decades after the fact. It is still a collection of invaluable Nahuatl writings; the Annals of Tlatelolco are sadly underappreciated in popularity, even though they furnished the title for Leon-Portilla's Broken Spears: The Aztec Account of the Conquest of Mexico.
The accounts of colonized people, however, do not often come in convenient narratives, and often have to be found at the edges of historical documents. Kellogg's Law and the Transformation of Aztec Culture, 1500-1700 is a good example of this. Shifting through Spanish and Nahuatl Colonial Era documents, she does an excellent job of building picture of the daily life of both the newly arriving Spanish, the growing Mestizo population, and the Nahuas, as they all accommodated to their new conditions.