Okay, I am not an expert on the history of the Americas or Africa, but I have studied Eurasia a fair bit. Here is my take on things:
Western European:
Includes Britain, France, Germany, and the countries surrounding them. Roman Catholic Church. Familiar to most people. May include parts of Scandinavia (Vikings from Norway became the Normans in England and France).
Iberian,Mediterranean,North African:
A bit of a broad catagory that includes most of the countries that regularly interacted at various points via trade along the Mediterranean Sea. Particularly good for a Roman Era viewpoint. Egypt might qualify as it's own category.
Eastern European:
Includes Russia and Byzantine Empire. Greek Orthodox Church. May also include parts of Scandinavia (Vikings from Sweden founded Russia and had contact with Constantinople).
Middle East:
At various points in history included early Mesopotamian civilizations, Persia, the Umayyad caliphate, and the Abbasid caliphate. Central cities include Damascus and Baghdad.
Central Asian:
Includes Mongols, Afghans, Huns, Turks and the like. Made up of Central Asian steppe dwelling nomadic warriors. Regularly had influences on Eastern Europe, the Middle East, Southern Asia, and China.
Southern Asian:
Includes the numerous countries that made up the Indian sub-continent. Even this is a bit too broad, as Southern India and Northern India were more different than Western Europe and Eastern Europe.
East Asia:
Includes China and all of the cultures that fell under it's tremendous cultural influence (Japan, Korea, Vietnam, etc.).
Southeast Asia/Pacific Island:
Includes the Philippines, Indonesia, etc. Though to be honest, this group generally fell under the influence of India and China to varying degrees. I am not an expert on this part of the world, so I may be wrong.
I will leave it to better experts to divide up the Americas and Africa.