Mexico is part of the North American continent. People living on the north american and south american continents before europeans arrived are native americans. People were living in the area that is now mexico well before it had a name.
Colonizing and rivalries between european countries are why both continents are divided up at all into different countries. The US was an english colony, canada a french colony, and mexico a spanish colony. While native americans were hardly united, to them borders would look very different or non-existent. It was all simply north america(or rather whatever they called the landmass) to them.
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