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Among other things: part of Europe; part of the European Union; part of NATO; part of the World.
NATO was not formed until after WW2.
North Atlantic Treaty Organization. North American countries and European countries
Technically, they would've been nonaligned, though many of these "nonaligned" countries actually were aligned; they just weren't formally part of NATO or the Warsaw Pact. "Third World" came about as a term for countries which were not members of the two major military alliances (NATO and the Warsaw Pact).
Canada is a founding member of NATO. At the close of WWII, Canada had the third largest navy in the world. Canada's primary NATO role (in a time of large-scale warfare) is securing shipping lanes between North America and the U.K./Western Europe.
Russia aCTUAlly iTS TURkEY
No. Not a part of NATO. NATO-friendly, but not a member.
First World in what sense? At its inception, First World was used in reference to countries which had joined NATO, Second World was used for Warsaw Pact countries, and Third World was for the nonaligned countries. In that context, only the United Kingdom and Canada would have been considered First World countries, as they were the only NATO members. Some sources would also cite Australia and New Zealand, which weren't NATO members, but were members of SEATO prior to its dissolution.
NATO's assignment is protection of the North Atlantic (Treaty Organization) countries.
The UK is still a NATO country and is aligned with all the other NATO countries.
Several countries have developed partnerships with NATO without becoming full members. NATO's goal is to create dialogues between countries and help solve international conflicts. Some countries that have or have had partnerships with NATO include Russia and Ukraine. These countries are represented by Heads of Diplomatic Missions or Liaison Offices located at the NATO Headquarters.
Africa's countries are not members of NATO.