With a population of over 200 million, the Indian state of Uttar Pradesh has a much larger population than most EU countries(eg: Switzerland has approx 9 mil population). Why is it that small places became countries in Europe when they big places become states in India?
India did consist of many more-or-less sovereign countries before the British came. When decolonization came around and the colonizers left, it split into India and Pakistan, and then Bangladesh.
The Indian independence movement came at a time with the telegraph, printed newspapers, etc. Many of the European states came before that. You might compare Germany and Italy, which also consolidated many small polities at a later time.
Some possible historical reasons for areas to come together to form countries:
(1) Similar cultures. If all the people in the region speak the same language and follow the same religious beliefs, there isn't much reason to be independent from one another.
(2) External threats. If you're worried about being conquered or colonised, there's strength in numbers.
(3) Empire building. If an ancient ruler conquered and pacified a vast area and his successors crushed all separatist movements, over time it might be accepted that the region he controlled is a natural nation.
None of these factors guarantee that a single country will exist and hold together. Everywhere has its own history - for example a former nation might have been forcibly split up after being defeated in a war, and never reunited due to local rulers successfully clinging on to power.