The term is usually associated with the cultural tradition that traces its origins to Greek thought and Christian religion. Cornerstones in this tradition are arguably:
The original division between East and West can be traced to the Greek world as opposed to the civilisations of the Near and Middle East in the 1st millennium BCLater, the Roman Emperor Diocletian in the 3rd century CE, divided the Roman Empire into two regions, each administered by a Caesar (Tetrarchy). The Western part became the core of the Western world. The other part is sometimes counted as part of the Western world (because of its Christian faith) and sometimes not (because it diverged from the tradition of Greek philosophy and polity). As a result, Orthodox Europe, e.g. Russia, may or may not be considered part of the West.
In the early 4th century, the Emperor Constantine the Great established the city of Constantinople as the capital of the Eastern Roman Empire. The Eastern Empire included lands east of the Adriatic Sea and bordering on the Eastern Mediterranean and parts of the Black Sea. These two divisions of the Eastern and Western Empires were reflected in the administration of the Christian Church, with Rome and Constantinople debating and arguing over whether either city was the capital of Christianity (see Great Schism). As the eastern and western churches spread their influence, the line between "East" and "West" can be described as moving, but generally followed a cultural divide that was defined by the existence of the Byzantine empire and the fluctuating power and influence of the church in Rome. This cultural division was and is long lasting; it still existed during the Cold War as the approximate western boundary of those countries that were allied with the Soviet Union.
In the Near East or Middle East, (both terms relative to Europe as being in the west), the distinction of Eastern and Western Europe is of less importance, so countries that we might speak of as part of Eastern Europe, i.e. Russia are counted as Western when speaking about the general cultural of Europe and Christianity. But the line between East and West doesn't move any further East, even when contrasted with China.
Since the countries in the "West" were generally those that explored and colonized outside of Europe, the term Western became, to some people, associated with European colonialism. However, many others have established colonial rules, so it is not uniquely a Western phenomenon.
So it is with complete sensibility that:
Further discussion
See also: Far West, Western movie, Western countries, Western society