Expeditions:Conquistador is a well written Tactical RPG positing an alternate History where Cortez never made his famous voyage to conquer Mexico because you end up doing it instead. You start out choosing a group of soldiers, scouts, scholars, hunters, etc and building your own character before setting out for the new world. The first part of the game takes place in Hispaniola, which gets you used to how the game works and a decent amount of time and experience to level up before proceeding to Mexico(once that's done you can start in Mexico on later playthroughs).
Most of the story is told through textboxes with numerous dialogue options to allow you to sometimes change the story and other times make battles easier if not outright avoiding them. It also allows you to play "good" or "evil" by trying to accomplish your goals through diplomacy, trade or violence, allowing a course of history where the natives weren't steamrolled by the Spanish but rather engaged in mutual cooperation to some extent.
The rest of the game is played though a world map and a battle map, where you can explore, gather resources and fight your enemies in squad battles not unlike a game like XCOM.
The game only has two major issues. The first is that the enemy AI is rather dumb, preferring to on the offensive regardless of the circumstances, and in some cases, battles where the enemy is explicitly meant to be fighting a defensive battle. The other is that the endings are mostly based on how much money you had at the end and how much you "achieved", which seems to be limited if you ended up totally conquering Mexico as opposed to, say, deposing the Aztecs but establishing excellent relationships with the other native tribes/cities as well as building up a strong garrison and base on the continent.
Still an engaging historical-based RPG regardless and worth a play for anyone interested in either this period in history or tactical RPGs.