Real life German explorers, adventurers, and writers of ethnographic novels in the 19th century who had undoubtedly influenced Karl May, as well as provided source literature and imagery, and had actually experienced the 'Wild West' of the early 19th century were:
Prince Maximilian auf Wied-Neuwied (wikipedia) (1782-1867)
Friedrich Armand Strubberg (wikipedia) (1806-1889)Friedrich Gerstaecker (wikipedia) (1816-1872)
Balduin Moellhausen (wikipedia) (1825-1905)
Karl May (1842-1912) never travelled where his novels were set; he undertook two trips: one to the 'Orient' and one to America after having written the bulk of his adventure and travel fiction novels. Just like Moellhausen, Gerstaeker and Armand in their advanced years, so Karl May wanted to be respected as a poet and a serious dramatist in his later years, but especially after those two journeys.
For a listing of English Karl May books by Bugmann, see Verlag Reinhard Marheinecke.