Scythians and Sogdians
Nomads were travelling around Central Asia probably by 50,000 BC or so. By 5000 BC, if not earlier, these nomads had split into at least two different groups that spoke different languages - one group spoke proto-Indo-European and the other group spoke proto-Altaic. At first, the Indo-Europeans seem to have lived mainly in the south, around the Caspian Sea (modern Georgia and Armenia), while the Altaic speakers lived further north (modern Russia and Mongolia). Around 3000 BC, the Indo-Europeans figured out how to tame horses and ride them. Riding horses made the Indo-Europeans much more powerful, and richer - they could take care of more cattle, and they could conquer other people by shooting arrows and throwing spears from their horses. Some Indo-Europeans left their homes and settled far to the east, in what is now western China. Others travelled west and settled Europe as the Celts.
Sogdian traders, about 500 AD (fresco painting, modern Uzbekistan)
Around 2000 BC, another set of Indo-Europeans left Central Asia. Some went west again, and became the Greeks and the Romans and the Germans. Others went south and became the Hittites. By 1200 BC, some Indo-Europeans moved south into what is now Iran, where they became known as the Persians, and still further south into India. Some went further east and became the Sogdians.
By about 500 BC, some Indo-Europeans who were still living in Central Asia began to call themselves the Scythians. We hear about the Scythians (SITH-ee-uns) from the Greek historian Herodotus, who describes how they used their horses to keep sheep and cows in the area north of the Black Sea (modern Ukraine and Russia).