So it can be hard to separate "geographical sense of North America" from "concept of the whole world" for example. Many eastern First Nations such as various Iroquoian and Algonquian groups which extend in to the prairies have concepts such as turtle island, to the extent that many Indigenous people assume that this Pan-Indigenous (or else perhaps it has become one of the pan-indigenous things like Megwitch and the medicine wheel?) but even with this concept, by and large the use of the term for North America seems to be a more modern extension of a creation story to represent a new concept.

One reason for thinking this is that the very idea of a "continent" is a pretty specific idea that is very culturally grounded in a specific view of the world - the etymology of the word originates from the Greek word for solid land, and the first two 'continents' were Asia (minor) and Europe, i.e. the two sides of the Dardanelles. The modern idea of continents being either massive portions of the world with some kind of easily defineable boundary, or else definitions that draw on various crusts or geological features, well these are all very modern ideas that didn't really exist in Native American cultures as concepts. In the languages I personally am familiar with, Cree, Tsimshianic languages, Salish languages, there are no words for continents, rather there is land, and there is water. In Nuxalk islands are basically "land" unless they are tiny, in which case they have a separate term, but in a landscape where land travel is harder than water travel, even the ideas of "contiguous mainland" versus land cut off from said mainland really have no useful salience.

This is not to say that people didn't have geographical senses of different regions! People definitely were aware of things like the prairies, the barrens, the mountains, the foothills, the outer coast, the inner coast, the deserts, and so on. They were also aware of several of these, and many cultures had stories of worlds beyond the oceans, but then there were also stories of worlds above the sky, and worlds under the oceans, and much more.

What I guess I'm saying is that on the one hand, people definitely had geographical senses, but the geography was defined by meaningful, culturally salient concepts, and the idea of a "continent" was not a salient term. Now after the arrival of Europeans of course this did change, and languages created these concepts, saying things like "the other side of the ocean" or "the land of the Europeans" and so on, but even then, this isn't really a geographically grounded concept, rather it's a concept of communities and places of origin for these new people, something that's quite different.