Map of the greater area - the Delhi Sultanate is located south off the map, in the area of modern eastern Pakistan/north-western India

Delhi Sultanate

Population: Hindu under Mamluk elite
Religion: Islam (Hinduism and Buddhism are repressed)
Available Styles: Indian
Language: Persian (elite), Hindi (commoners)
Relation to Mongol Empire: Neutral

The Delhi Sultanate is still a young polity, only having been founded in 1206. The Indus valley currently forms the border between the Mongol Empire and the Sultanate. There has been diplomatic exchange with Sultan Iltutmish, who had refused to host Kwarazmian's Jalal al-Dun, which seems to satisfy the Khan so far.

Georgia Kingdom

Population: Georgians
Religion: Orthodox Christianity
Available Styles: European
Language: Georgian
Relation to Mongol Empire: Hostile

Wedged between the western Black Sea and the Caspian Sea, Georgia has been a tenuous kingdom at the outskirts of the Christian world, directly bordering the Rum Sultanate and Ayyubid Sultanate. After some smaller raids in preceding years, in 1221 the city of Bardav will be sacked - but it won't be a conquest, only another quick hit-and-run by the Mongols to plunder the kingdom.

Goryeo Kingdom

Population: Koreans
Religion: Buddhism and Confucianism
Available Styles: Tae Kwon Do (Use Western Kickboxing)
Language: Korean
Relation to Mongol Empire: Tributary

The Golden Age of Goryeo is long past, now the king, "the son of heaven", is merely a puppet of the military aristocracy. Until recently, Goryeo was at a relatively peaceful relationship with its dominant neighbor the Jin Empire, but with the breakdown of the order in northern Jin, things are not so peaceful anymore. Khitan raiders have recently invaded Goryeo, only to be pushed back by a temporary Mongol-Goryeo alliance in 1219. The kingdom is now uneasily looking at its new sole land neighbor, the expansionist Mongol Empire. After the Jin have been fully gobbled up, it is either them or the Song who will be the next target.

Hoi-Yin Irgen (Forest People)

Population: Qori-Tumed, Khirgiz and other disunited Siberian tribesmen
Religion: Shamanism
Available Styles: Mongol
Language: Various tribal dialects subsumed under Mongolian
Relation to Mongol Empire: Mostly conquered

The Hoi-Yin Irgen north of Mongolia aren't really a nation, only a forest region populated by various small semi-nomadic barbarian tribes. The rebellion of the Qori-Tumed in 1216 led to a punitive expedition in which the rebellious tribe was thoroughly subjugated, their men killed and their women enslaved to set an example to any other forest people who might have funny ideas.

Being the closest source of lumber to transform Karakorum from a collection of yurts into a proper city, and also being a lucrative source of pelts in high demand across the Silk Road, the lands of the forest people are of special economic interest.

Jin Empire

Population: Han Chinese and Khitai under Jurchen elite
Religion: Buddhism, Confucianism and Taoism
Available Styles: Northern Chinese, Mongol
Language: Chinese
Relation to Mongol Empire: WAR

After having ousted the Liao and having been the dominant power of northern China and the Mongolian steppes for many decades, the star of the Jin is rapidly descending and their destruction is imminent. They have already had to abandon their former capital Zhodung (modern day Beijing) and had to resettle further down to Kaifeng. Their treasury stolen, their Khitan subjects openly rebelling and allying with the Mongols, and their southern land neighbor and former tributary Song now turning against them, it is only a question of time until they are completely subjugated.

Kara-Khitai

Population: Turks under Liao (Khitai) elite
Religion: Buddhism (elite), Islam (townfolk), Shamanism (rural commoners)
Available Styles: Northern Chinese, Saracene
Language: Chinese (elite), Mongol, Persian (commoners)
Relation to Mongol Empire: Conquered

The imperial Yelü family is a transplant of the Liao dynasty, who were ousted by the Jurchen from northern China and travelled westwards into their current lands west of Mongolia.
In 1208, the Naiman prince Küchlüg had fled to Kara-Khitai and instigated a coup, toppling the rulers and installing very unpopular anti-Islamic policies. His reign was very short-lived, as Genghis Khan dispatched his general Jebe to pursue Küchlüg and subjugate his lands. Küchlüg got captured by his own former subjects and delivered to the Mongols, who had him beheaded and put on display.

Kipchak Confederation

Population: Kipchak Turkic nomads
Religion: Shamanism, occasionally Islam and Orthodox Christianity
Available Styles: Mongol
Language: Mongol
Relation to Mongol Empire: N/A

The Kipchac are a very loose confederacy of nomadic tribes in the area from Kara-Kithais north-western border to the northern coast of the Black Sea. The Qangli, one of the eastern tribes, had offered refuge to the Merkit after they had been driven off by Genghis Khan, and were subsequently crushed in the 1210s.

Khwarazmian Empire

Population: Persians, Arabs, Turks
Religion: Islam
Available Styles: Saracene
Language: Persian (elite), Arabian, Mongol, Persian (commoners)
Relation to Mongol Empire: Conquered

Since 1218, Genghis Khan had been trying to build trade relations with the Khwarazmians. A trade caravan was sent to the border town of Otrar, only to be killed by governor Inalchuq and their riches and goods seized. Genghis Khan sent an envoy to the Khwarazmian Shah Muhammad demanding restitution and to have the rogue governor delivered for punishment. Muhammad not only refused, but had the envoy executed and the facial hair of his guards burnt off before sending them back to Mongolia.
This was not only a blatant insult and disrespectful act towards the Khan - to Mongolians, envoys and ambassadors are sacrosanct, and an attack on them is a grave sin. Genghis Khan personally oversaw the invasion to bring down the Empire and punish its rulers.
Otrar was the first city to fall, and the avaricious Inalchuq was executed by pouring molted silver down this throat. Bukhara fell in 1220, many of its skilled artisans taken to Mongolia, and became also the place where Genghis Khan delivered his famous speech to the Khwarazmians:

"Oh People, know that you have committed great sins, and that the great ones among you have committed these sins. If you ask me what proof I have for these words, I say it is because I am the punishment of God. If you had not committed great sins, God would not have sent a punishment like me upon you."

By 1221, the Khwarazmian Empire is history. The Shah's heir Jalal al-Din will continue to stir some trouble, but as an exilee with only makeshift forces and allies he will remain only a minor thorn at the Mongols' side.

Rus Principalities

Population: Russians
Religion: Orthodox Christianity
Available Styles: European
Language: Russian
Relation to Mongol Empire: N/A

The splintered Principalities of Chernigova Rus, Galician Rus, Kievan Rus, Novgorod Rus, Riazania Rus, Smolensk Rus and Voihynian Rus and the Great Principality of Vladimir are wedged between Hungary and Poland to the west, and the Kipchak nomads and the Volga Bulgarians to the east.
They haven't been in contact yet with the Mongol Empire, although rumors among the Kipchak nomads speak of it.

Song Dynasty

Population: Han Chinese
Religion: Buddhism, Confucianism and Taoism
Available Styles: Southern Chinese
Language: Chinese
Relation to Mongol Empire: Allied against Jin Empire

The Song Dynasty traces its heritage back to the Tang Dynasty, the last Chinese imperial household that ruled over an united China and can be legitimately said to have fulfilled the Mandate of Heaven. The Song have also claimed and still claim that they are fulfilling the Mandate of Heaven, but the political realities haven't been looking so bright. Until recently, Song had to pay tribute to Xi Xia and the Jin Empire - and the Jin had also conquered much of the northern parts of Song in 1127.
Currently, the Song are allied with the Mongols as they are sweeping through the Jin lands - but what after that is done? Will the hunger of the Khan be satisified, or will he reach for Song next?

Volga Bolgaria

Population: Bulgars
Religion: Islam (Shamanism and Orthodox Christianity at the outskirts)
Available Styles: European, Saracene
Language: Mongolian
Relation to Mongol Empire: N/A

The Volga Bolgars are an oddity, an Islamic exclave in Eastern Europe only connected to the rest of the Islamic world through the Volga river. While this snake-filled land provides the Islamic world with furs and other rare goods from the north, it is subject to regular raids by the Rus Principalities.

The Bolgars in their backwards isolation are not very observant Muslims, rather lax in enforcing the religious laws and customs and still more influenced by earlier Rus' and Viking culture. Honey wine and other alcohol is widely consumed, and the women not only dress immodestely by Islamic standards and enjoy mixed bathing, they even highlight their breasts with metal cups.
Hats are an important accessory in the Bolgar wardrobe, especially as it is deference is shown by literally taking one's hat off to the higher up.

So far it isn't in direct contact with the Mongol Empire, and demands for submission and tribute have been denied.

Xi Xia

Population: Han Chinese, Tibetans and Turks, with a Tangut (Tibetan) elite
Religion: Buddhism and Confucianism
Available Styles: Northern & Southern Chinese
Language: Tibetan (elite); Chinese, Mongol, Tibetan (commoners)
Relation to Mongol Empire: Vassal State

The "State of the Ten Thousand Secrets", this mountainous Buddhist kingdom is made up of a few fortified towns and cities, the countryside grazed by nomadic and semi-nomadic pastoralists.
After having extended its influence into the Mongolian steppes for a long time, the tables were turned when in 1205 Temujin invaded Xi Xia in pursuit of Toghrul, the khan of the Keraites. After several more years of raids, in 1210 Xi Xia submitted as a vassal state to the Mongol Empire, regularly paying camels, falcons, wool and troops as tribute and aiding them in their war against the Jin Empire.