Before the Turkic migrations, the primary populace of the Steppes would be various Indo-European tribal groups. Specifically, the Iranian Scythian people, known variously as Scythians, Sarmatians, Indo-Scyths, and Sakas depending on the source and location.

The Scythians largely lived in a manner very similar to later Turkic nomads, but represented a very much Iranian population. After the Turkic migrations, they became known as Alans (a local form of "Aryan", realized in the modern day in another form as "Iron"), and these Alans would be further diminished by more Turkic migrations until they became the modern Ossetian people.

The Scythian domination of the steppe led to a fairly homogeneous spread across the entire region. Indeed, Ukraine itself is the generally accepted home of the Proto-Indo-Europeans according to the widely accepted Kurgan hypothesis. The Scythians are, in a sense, remnant of this culture, left behind in the area while others went elsewhere. Furthermore, the Indo-Iranian migrations eastward and eventually southward would spread the proto-culture that would later develop into Scythian culture. There's really not much to say- the Scythians dominated by far, and their tribal confederations made up essentially the sole population of the Steppe.

Now, beyond the Steppe, things get a little more interesting. The modern Tajik people claim legacy from an Iranian group known as Sogdians, whose language survives today as Yaghnobi. The Sogdians were NOT nomads, but were closely related to Scythians. Like the Scythians, they were a decisive group in the perpetuation of the Silk Roads, and became famous by the Middle Ages for their role in this. The Sogdians were famous for their role as mediators between various Parthian and Persian groups and the various Chinese dynasties, and were often recruited by the Chinese as high-ranking officials such as generals and statesmen. In fact, two famous Sogdian generals of the Tang dynasty shortly after 500 AD would live in history- one known as An Lushan who started a rebellion effectively ending Tang authority as a whole, and another acting as a governor of the West who was said to have serviced the emperor so well that he was granted the Imperial Surname for his own use.

The last major pre-Turkic group of Central Asia, assuming this definition roughly covers the areas inhabited by Turkic peoples now (except Anatolia), are the Tocharians. These are a very early split from the Indo-Europeans, perhaps as early as the Hittites. Another thing they share with Hittites is being extinct branches of Indo-European, and holding that honor with the realization that no other branches can be verifiably declared extinct since ancient extinct languages have modern surviving relatives. The Tocharians, despite popular perception, were not Iranians or Indians, but instead an entirely distinct branch and culture of their own, and were actually said to frequently appear similar to Celts- with historical reports, self-depictions, and well-preserved and clothed mummies showing tartan patterns and wavy red hair being relatively common. When people point to oddities of the modern Uyghur people, such as relatively pale skin and red hair, these are often attributed to the largely Tocharian population base that was assimilated into Uyghur culture.

Now we've talked the various nations, how about religion?

Generally, the Scythians would be what we call pagan. Iranian pagans at that, bearing some similarity to Zoroastrian mythic history, but their actual faith is no question considering nearly a quarter of Ossetian people still practice it actively today. Christianization efforts did not go too well for the Alans. The influence of the Scytho-Sarmatians on general Caucasian mythology is quite strong, and many stories in Georgian and Circassian legend are often believed to have Iranian roots. Armenia is a different beast entirely, and is related distantly to the Scythians.

The other big religion was Buddhism. Where previously one could find local paganisms, Buddhism came to dominate among the Tocharians and Sogdians. It might be their proximity to India and Tibet. It might be their position at the crossroads of China and the West. Whatever it was, Buddhism caught on strong among these easterly Central Asian peoples.

A late addition was Manichaeism. This Gnostic religion blended many cultural and religious practices known to the Central Asians, including Dharmic, Mazdan, and Christian faiths. At this time, the religious makeup of Central Asia, though still dominantly Buddhist, had begun to see some early Christian missionaries in the east, and the influence of Zoroastrianism had always been somewhat strong due to the presence of the strong Persian empires. This blended into Manichaeism, which gained particular popularity among the new Turkic migrants and including the original Uyghur. It spread into China, as well as what would later be known as Assyrian Nestorianism. Although never dominant among the Tocharians, Sogdians, and Scythians, it posed a strong counter to Christianity as a whole in the region and all along the Silk Roads.

Ultimately, the various Turks would mostly convert to Islam, and their imposition of this on the local groups, alongside pressure to assimilate to larger Persian or Turkic society, would greatly diminish these original groups. By the year 1000, it is likely that Tocharian identity had already been replaced by Muslim Uyghurs. The Sogdians became increasingly Persian to form the modern Tajik people. The Scythians/Alans would be pushed into smaller and smaller territory by Khazars, Cumans, Tartars, and Byzantines, and eventually become modern Ossetians who, despite all external pressure, still retain their own culture, religion, and remain a largely Iranian people despite great Slavic influence in recent centuries.