Magic is real.
So are many mythical creatures from European and native American folklore.
Partly as a result of this, Europe remained pagan, worshipping the Norse gods.
When Europeans come to the New World it is slightly later in history as the wars of Christianity didn't drive people like the pilgrims to make the voyage.
When they did come, they brought Norse paganism not Christianity with them.
In the New World five tribes - the Cree, Apache, Navajo and Comanche and Cherokee have colonised the rest of the tribes by the time the Europeans arrive.
They have formed the Cree Nation, Apache Nation, Navajo Nation, Comanche Nation and Cherokee Nation.
They present a more united and formidable opposition to the European settlers.
There are more weird creatures in the New World than in our history leading to higher immunity and less impact from European disease.
There are wars between the European settlers, the tribes and the Aztec in the south (who never fell to Spanish invaders).
The lack of American plantations meant there was no transatlantic slave trade.
Some decades later when the game is set, boarders have been established for each of the main nations.
What we would call the USA is much smaller and called the Independent State of America, it, plus the Cree Nation, Appache Nation, Comanche Nation, Navajo Nation, Cherokee Nation, inhabit almost equal parts of North America.
There is also a mixed no-mans land. That is where the game is set. The no man's land is known as the Unclaimed Territories. This region is disputed and is still being colonised by Apache, Comanche, Aztec and Americans.
You are bounty hunters sent into The Unclaimed Territories.