Reactions will have varied considerably from place to place and across time. I can say a little about first contact between Australian Aborigines and the Dutch in the north-eastern part of Australia in the 1600s: according to oral histories collected in the 19th century, at least some tribes there believed the whites were munpitch – mischief spirits associated with the bodily remains of the recently-deceased. It would be hard to imagine a less promising basis for mutual trust.

Source: Noel Loos, ‘Aboriginal-Dutch relations in North Queensland, 1606-1756’, in Jeremy Green, Myra Stanbury and Femme Gaastra (eds), The ANCODS Colloquium: Papers Presented at the Australia-Netherlands Colloquium on Maritime Archaeology and Maritime History (Fremantle: Australian National Centre of Excellence for Maritime Archaeology, 1999) pp.8-13.

In the case of the aboriginal people of NW Montana original contact was with French fur trappers guided by Iroquois from the Eastern US. Relations were congenial and trade was engaged in. The native people were very interested in what the Iroquois told them of Christianity and requested that the Iroquois return with 'black robes' to tell them about Christianity. Both the Iroquois and French trappers eventually settled in the region and there are many French names in the three local tribes. Eventually, representatives of local tribes left in four separate journeys to to St. Louis to request Jesuit missionaries. It is important to note that the native people in the region were situated between the plains and the coastal region, and thus, trade was essential to their survival and prosperity and so engaging in new trade and meeting new people would not have been a strange concept. Also, the Europeans were very few in number. Thus, Christianity would have a large impact on the culture and society's formally animist religion

However, is this first contact? Just a handful of visitors is not very impactful. But what of first contact with Western European culture en masse? These relations were not so free of animosity. In particular, Victor, one of the band chiefs of the Bitterroot Valley Salish conflicted with 'whites' over prime territory south of modern Missoula, MT. It became clear however that the tide could not be turned and more than 20 million acres were ceded to the U.S. government, with a little over 1 million acres in reserve. Of course, the fact that there was armed conflict shows that this was not something the tribes accepted willingly. Yet, they were savvy enough to not engage in wholesale conflict. Thus, the viewpoint changed from one of mastery of a place, to being a minor stakeholder in a place.

The Salishan Tribes of the Western Plateau, Teit

The Salish People and the Lewis and Clark Expedition, Salish Culture Committee

According to First Contact, by Bob Connolly and Robin Anderson, many New Guinea highlanders tended to think the whites (Australian gold prospectors) were their own ancestors, returning from the dead. The contact was in the 1930s, the book draws both on notes by the prospector and the oral testimony of some highlanders in the 1980s, who'd been young at the time. The book also describes the vast shell wealth the whites threw around, and how the highlander came to view them differently, partly led by women who got a more intimate view, as it were.

Although not about Native Americans, Aborigines or Maoris, there are several books and a movie which document (including with pictures) first contacts between Papua New Guineans and westerners, some of which feature later interviews of the natives as well, which may be somewhat insightful as to a possible response of the peoples you are asking about.

The film, called First Contact, can be found here: https://vimeo.com/51548963

Explorations into Highland New Guinea, 1930-1935 was written by one of the Australians, Mick Leahy, whose journey is documented by First Contact. There are some stunning photographs of the reactions of the Papua New Guineans int he book.