@reneecarlson94: You can create continent as the parent page for the countries and add the pages as desired. Setting up your site is based on the requirements of your website so I think I may not be able to address the first query properly. Regarding the second query, you will need to create a child theme to remove the word Category as this option is not available in the customizer. Please let me know if you are comfortable with child theme customization. Let me know if you have any more theme related issues.
Regards,
Tikaram
