Hi there! You might be interested in one of our past threads:
Much more lower-quality IMO:
North America was not "colonized so easily"
The book "Lies My Teacher Told Me" explains how disease was a major factor in devastating native populations across North America... and not just in the "wild west", but starting with the East coast as soon as Europeans showed up. This left enormous tracts of land already cleared by natives who then had perished from diseases like small pox, leaving plenty of "meadows" and prime locations for European settlement available.
This made it easier for Europeans to initially establish colonies.
But later, the so-called "Indian Wars" lasted for about 300 years.
The book also explains that the major benefit to the US government from the war of 1812 was that it forced the European powers to stop selling arms to the "Indian Nation", and after that, Native Americans were no longer in a position to wage war effectively against the US who continued to take their lands and push them further west.
And throughout the entire period, European introduced disease continued to wreak havoc amongst native populations.
On the one hand I highly recommend reading "Lies My Teacher Told Me". On the other, it was one of the most depressing books I've ever read.
The answer to the first question is much more complex than it suggests, as many other contributors here had said. The level of difficulty behind colonizing an area shouldn't be underestimated. The natives might had not posed a very strong challenge; however, there were also other competing European nations which were as powerful as their competitors (I'm assuming the question refers to the Age of Colonialism). To answer both of questions, the most broad and simple answer would be technology. The terms Europe, Asia, and Africa cover many different nations and many of them were under different circumstances and scenarios. But in general, it was technology that allowed Europeans to colonize other lands and that technology was transportation across large bodies of water. If you look at the most active and powerful European states at the time of colonialism, they were all close to the oceans and had very powerful navys. Central European nations such as Germany and Austria and Hungary were left out of the "empire business." Technology, however, was merely a tool for the empires. It was not the reason. Every major European empire I could think of, which colonized other lands, pursued colonialism for the sake of capital, political power, and a show-case of military dominance. Mercantilism and politics were their purposes while technology permitted these ambitions. For much of modern European history (Napoleon-onward), and perhaps even slightly before that time, the political landscape had been about political dominance and status of power. They had to remain "relevant" in European politics otherwise they would show a sign of weakness. A sign of weakness meant that they would be easily wiped off the map. Colonialism was one of the ways each nation asserted their power.
As to why African, native American, and Asian never formed the colonial mentality, I'll answer for the Asian nations. (Perhaps others can contribute to this.) As far as I know during the Age of Colonialism, China, which was arguably the wealthiest Asian nation at the time, was very reclusive and xenophobic. They didn't accept Western technologies and thus remained a bit obsolete. During the Opium Wars, a much larger Chinese army lost heavily against a small British navy. The Chinese Emperor had no choice but to give into European demands (trading and business policies) because the Chinese lacked military authority. Japan, on the other hand, adopted Western technologies during the Meji Restoration, defeated Russia during the Russo-Japanese War and had the Russians humiliated. (To the Europeans, Asian nations were believed to be inferior.) This humiliation crippled the Russians and would later be an indirect reason for the Bolshevik Revolution. Japan was able to take control of Manchuria and assert their interest in taking Korea after the Russo-Japanese War. Along with Western technologies, they adopted Western colonialism. This Empire of Japan would shape Asian politics during the end of the Age of Colonialism or the beginning of World War II. Perhaps the most revealing technological differences between two great Asian nations showed during the First Sino-Japanese War (a few years before the Russo-Japanese War). The war confirmed that the Qing Dynasty was indeed technologically obsolete and that the Empire of Japan succeeded in modernizing their military. The Chinese ceded carious territories, including the island of Formosa (now known as Taiwan), and their political influence in Korea. Japan's expansionist policies would later evolve into the Second Sino-Japanese War.
I know I didn't give a particularly direct answer, but in my defense, the questions are vague. However, I hope to give a bit more context as to why certain nations were able to colonize and others weren't. It's a combination of many different things: economics, political ideology, technological capability, and overall recognition of a global (or at least European) political construct, that each of these empires felt the need to have presence on a global scale. The ones that didn't colonize didn't feel the need to do so or were not aware of its existence at all.
edit: info, grammar