Historian Frederick Jackson Turner famously used the census announcement that the frontier was closed in 1890, meaning that there were no more vast swaths of tillable land available for westward expansion. Turner suggested (in 1893) that this represented a significant shift in what North America was all about. He also argued that the existence of a frontier had shaped American culture from the beginning. Critics and supporters battled over the validity of these observations for the next century, and echoes of the discussion can still be heard in Western historiography.

As for your other question - it is too broad to answer. The American West is the largest region of the continent. There are "many Wests" as numerous presentations at Western Historical Association conferences are fond of saying. It was settled and settling by the early twentieth century, but it was, at once, highly urban, and vastly rural. It was many things and many places.