WhatsApp came to Europe at a time when there was a strong need to replace badly overpriced SMS. In the US most telco's offered subscriptions with free, unlimited SMS and WhatsApp didn't provide any immediate benefit. Facebook Messenger came later, but had the ability to send messages without contact information, giving people in the US a reason to adopt it.
By now, most people in Europe also have Messenger, but still mainly use WhatsApp (slightly generalising). I think that primarily comes down to WhatsApp being a much better messenging app. It's quick, reliable, easy to use, power-efficient, small, well-integrated into the OS, secure, and most importantly: media sharing just works.