What this suffix does
The suffix -ern turns compass direction words into adjectives meaning "coming from the direction of" or "relating to that side": north → northern, south → southern, east → eastern, west → western.
"Modern" also ends in -ern but comes from Latin "modernus" rather than from a direction word.
The four compass points with -ern
The four fundamental forms:
north + ern = northern: Northern Europe, Northern Ireland.
south + ern = southern: Southern Spain, a Southern accent.
east + ern = eastern: Eastern Europe, Eastern culture.
west + ern = western: Western countries, a western (cowboy film).
All four can also be used as nouns to name a person from that region: "a Southerner".
"Western" as a cultural noun
"Western" deserves special attention because it has a concrete cultural meaning in English: besides the adjective ("Western countries"), it names the cowboy film genre.
"Have you seen any good westerns lately?"
"Eastern" is also used as an adjective for religion and philosophy: "Eastern philosophy" (Buddhism, Taoism, etc.).