To start I'd answer your question with another question. What is meant by "colonize". If we are refering to the deep and direct colonization of the Americas, then yes Europe did not colonize Africa in the same direct manner (at least initially). But if we refer to simply owning small plots of land and trading then Europe was in Africa first.

One thing that can't be underestimated is the extent to which European armament evolved from the 1500s to the 1800s. In 1500 most guns were expensive and unreliable (not to mention wildly inaccurate) and the hot new technology was deep water navigation (a.k.a. sailing out of sight of the coast). In 1500, while Europe did have a technological edge, it was minor at best, nonexistant at worst. At the time, the Ottoman empire was considered one of the most technologically advanced nations and their use of cannons was pivotal in their conquests. In 1500 "modern" weaponry was prohibitively expensive and arming an entire army with guns was a luxury that a) was impractical due to their drawbacks and b) financially unsustainable. As such, actually conquering into a continent that had not been depopulated by disease and lacked the same iron weapons and horses of the Europeans was a daunting task that few thought worth it. Battles such as Alcácer Quibir are a testament to the risks involved in attempting to conquer Africa and North Africa.

In the 1500s Europe had not acquired the demand for raw resources that it would gain from industrialization and as such, trade was primarily for luxury goods such as sugar, cocoa, Tabaccoa and Furs. The Americas and the Carribean in particular had a practically ideal climate for producing these cash crops and/or other goods. In the 1500s, Europe's main focuses were on the Americas for these cash crops and on East Asia and Indonesia for spices. More blood has been shed for Nutmeg than many people realize. Outside of slave trading, which began quite early, there simply wasn't much of interest to Europe in Africa. The opportunity cost was simply too high and Europeans instead simply traded for the goods they wanted. Ivory and Slaves were attainable through trade and there was little need to deeper colonization to exploit raw resources.

What Africa was used for was as trading posts. Sailing was dangerous and it was quite beneficial to have trading posts dotted along the way, rather than with direct colonial rule. The French used Senegal for this purpose and the Portuguese were particularly famous for their sprawling trading post empire, bordering (and sometimes crossing) into piracy in all but name. In short, Africa was hard to conquer and there was little benefit to Europe to do so. Trading in spices and in luxury goods coming from the Americas was simply more profitable and easier. Simply put, what use was controlling Africa to the trading empires of the Dutch and Portuguese? Yes there existed goods like Salt and Gold in West Africa in particular, but these were difficult to conquer and Europe already had access to this through the trade networks leading across the Sahara. While of course conquest was attempted, it was difficult, infrequent and Europe had easier opportunities just across the Sea. A good example of this is the Portuguese colony of Brazil. The Treaty of Tordesillas looks incredibly unfair to Portugal by modern standards, but at the time, the trade from Asia was massively profitable and Portugal was getting a pretty good deal. This balance would shift as trade from Asia became less monopolized and more contested, but the point that Asian trade was central to the European mindset still stands.

Long story short, 1500s Europe had one goal in mind: luxury goods, Asia and the Americas offered these in huge quantities whereas Africa provided fairly little in comparison. Africa was well armed and not worth conquering at the time. We see the same thing in Asia, the European presence doesn't really intensify until a few centuries later when Europe possessed the technological advance. 1500s . 1600s Europe was simply incapable of conquering well-armed civilizations far away from the European homeland. Only through the wealth brought by trading and through the technological advancements that came from nearly constant warfare was Europe eventually able to afford technology so far above their African and Asian counterparts that it became laughably easy to conquer and control large portions of Africa and Asia. Europe was content to sieze key cities and use their superior naval power to maintain the trade routes that brought unprecedented wealth to Europe.

It was not until Europe started to industrialize that deep colonization of Africa became beneficial which is why we see colonization intensify in directness and truly massive European empires evolve. Conquest simply wasn't profitable or easily doable before the 18th and 19th centuries, as such Africa was left largely untouched save for the massive amount of trading posts Europeans built to facilitate trade from Asia.

Edit:

I recommend reading: Abernathy, David B. The Dynamics of Global Dominance: European Overseas Empires, 1415 - 1980.

If you want more information on how and why European empires formed when and how they did.