The Europeans changed the world of the Plains Indians in two main ways: Disease and horses.
Diseases: The Europeans brought diseases like smallpox with them, which Native Americans had no immunity to, partly because of no exposure and a smaller amount of HLAs. This drastically decreased the Plains Indian population.
Horses: Horses were not previously in North America, and so they were revolutionary. They were the perfect mount, and helped to herd bison. They could also carry large burdens.