Final answer:
Spain was the first European nation to colonize the southwestern United States, initiating a period of exploration and empire-building in the New World that had profound effects on the indigenous cultures.
Step-by-step explanation:
The first European nation to colonize the southwestern United States was Spain. This colonization was part of a broader pattern of Spanish exploration and settlement that began in the late 15th and early 16th centuries. Spain, along with Portugal, formed the Iberian countries that were the first to establish settlements in the New World. The Spanish, driven by desires of "gold and glory," dominated the era of Atlantic exploration. This began with Christopher Columbus's voyage in 1492, sponsored by Spain, which aimed to find a new trade route to Asia.
Ultimately, Spain's conquests included the defeat of the Aztec and Inca empires, leading to the establishment of a vast colonial empire in the Americas, with significant impacts on the culture, language, and religion of the indigenous populations.