The US, Canada, and Europe are collectively known as "the West," or at least a large part of it (Australia, New Zealand, and some other countries also get to be included). This allied group of nations may have warred in the past, but they now enjoy a shared history and a set of values. These ideals include; the rule of law; one person, one vote; freedom of speech; all people being equal; and the idea that generally speaking, the government is required to secure the country's safety and protect your rights. However, the government isn't allowed to tell you how to live your life on a day to day basis. No nation within the West entirely lives up to these values (and none deludes itself that it ever has) but they measure how well they're doing by how fully they do.
This group of values has been successful in underpinning a broadly capitalist set of societies, each with anything from a little to a lot of socialism in its mindset and institutions. Differences tend to be around the choices people make once have freedom. Europe has the most socialism but also some hardcore capitalists, while Canada is a free-market society with redistributive policies in place. America is the most extreme, containing multitudes: it simultaneously has the most progressive and most conservative attitudes and laws.
Europe is the least self-aware, content to bumble on the back of 5,000 years of history (you'll never hear Swedish or Spanish pundits calling each other "un-Swedish" or "un-Spanish" for disagreeing) while America is hyper-aware of its own identity and constantly argues about what it means to be American, and Canada is a healthy mix.
Which of these hugely diverse societies would suit you best? Let's find out!