West Indies -
Indians were the first inhabitants, and
then, In 1492, the explorer Christopher Columbus became the first
European to arrive at the islands. It's believed by historians that
he first stepped foot in the Bahamas. Columbus called these islands
the Indies
because he thought he had finally reached Asia (and the East Indies).
Spain, when Columbus' mistake was discovered, (pardon the pun)
renamed them the West Indies,
to distinguish them from the Spice Islands in the Pacific Ocean, (the
East Indies) which we now call Indonesia. 
Today
the West Indies, better know as the Caribbean,
is comprised of many island countries, dependencies and territories,
and (as a group) remain one of the premier tourist destinations on
the planet.
The West Indies consist of the Antilles, divided into the larger Greater Antilles which bound the sea on the north and the Lesser Antilles on the south and east (including the Leeward Antilles), and the Bahamas.
Greater Antilles consists of Cuba, Jamaica, Hispaniola (composed of Haiti on the west side and the Dominican Republic on the east side) and Puerto Rico. The smaller islands in the vicinity of these four major islands are sometimes also treated as part of the group.
Lesser Antilles - The two main groups of the Lesser Antilles are the Windward Islands in the south and the Leeward Islands in the north, plus Leeward Antilles – islands north of the Venezuelan coast (from west to east): Aruba (Neth.), Curaçao (Neth.), Bonaire (Neth.)
and the Venezuelan archipelago
Leeward Islands - * U.S. Virgin Islands: St. Thomas, St. John, St. Croix
* British Virgin Islands: Tortola, Virgin Gorda, Anegada,
Jost Van Dyke
* Anguilla (UK)
* Saint Martin/Sint Maarten (France/Neth. Antilles)
* Saint-Barthélemy (Fr.) * Saba (Neth.)
* Sint Eustatius (Neth.)
* Saint Kitts * Nevis * Barbuda * Antigua
* Redonda * Montserrat (UK) * Guadeloupe (Fr.)
* La Désirade (Fr.) * Les Saintes (Fr.)
* Marie-Galante (Fr.)
* Dominica
Windward Islands - * Martinique (Fr.) * Saint Lucia * Barbados
* Saint Vincent * Grenadines * Grenada
* Trinidad and Tobago
West Indies Research at New England Historical and Genealogical Society –
by Henry B. Hoff
“New England Ancestors,” Vol. 6, No. 4, Fall 2005, pp 31-34
Page