I'll link to an older answer I wrote on the subject (it's a lot so I didn't want to copy and paste the whole thing over here, but I can if people want).

It's a bit complicated (and it's also a bit different for Tajiks but we're leaving them out for the moment). Identities of Uzbek, Turkmen, Kazakh and Kyrgyz did exist before the 20th century - they are not artificial Soviet inventions (although as a note, before the Soviet period the Russians somewhat confusingly called Kazakhs "Kirgiz", and called Kyrgyz "Kara-Kirgiz").

I think the important thing to note though is that while these identities did exist, they weren't necessarily the primary vector that a Turkic-speaking person in Central Asia would use for identifying themselves. Kazakhs, Kyrgyz and Turkmen all belonged to tribes and clans, and in the Kazakh case those tribes and clans also belonged to one of three hordes. Some Turkic speakers in what would become identified as Uzbekistan had tribal affiliations, but far from all, and in the case of those agricultural/sedentary people (contrasted with pastoralists) they often were multilingual, just as natively speaking Persian as a dialect of the language that would be called Uzbek. Even among these peoples, there were also differences among these groups, based off of claimed descent from the Prophet Muhammad or Chinggis Khan, or just the region or locality that a person inhabited. These peoples also lived across different internal Russian borders (the Steppe Governate and Russian Turkestan) and international borders (the Khanates of Khiva and Bukhara were nominally independent Russian protectorates until the Soviet period). ​

Turkmen tribes shared a language (albeit it wasn't a formalized written one), a common traditional law system and a claimed common ancestor. But they also were extremely divided according to tribal affiliation, and had no state institutions (or history thereof) to speak of. The Kyrgyz very similarly were traditionally divided into 40 tribes who claimed a common descent from Manas. The Kazakhs had a bit more of a history of brief unification under the Kazakh Khanate in the 15th and 16th centuries, but otherwise were in a similar state, although in the case of the Kazakhs it's worth noting that there was a more developed sense of national identity and a national cultural elite in the late 19th and early 20th centuries, culminating in the Alash Orda movement of the 1910s and 1920s.

Uzbeks are, well, a bit more messy. The term originally applied to tribes associated with Muhammad Shaybani, who conquered much of Central Asia from the Timurids in the 16th century. These tribes spoke a language close to Kazakh, Kyrgyz or Tatar (Kipchak Turkic languages). However, much of the local population, often referred to as "Sarts" (which is a term whose definition varied extremely widely depending on time and place until the Soviets dropped its official use in the 1920s) did not necessarily have tribal affiliations, spoke a mix of languages, and when they did speak a Turkic language spoke a Karluk dialect rather than a Kipchak one. It's this local language that got used as standardized Uzbek starting in the 1920s by the Soviets: the naming was clunky and confusing, but again they weren't inventing an identity out of whole cloth, just combining different features into one coherent national identity.

There were plenty of modernizers in the area in the late 19th century and early 20th century, notably participating in the Jadid movement which pushed for educational reform, and in the Young Khivan and Young Bukharan political movements. As evidenced by these names, the movement cut a bit across existing borders, and also across language: many participants in these movements were bilingual Persian and Turkic speakers who identified Turkic as a more "modern" and vigorous language, and sought to promote its use over older, more conservative Persian.

What the Soviet national delimitation did was to emphasize these identities as the primary form of identification within the Soviet state, in a nation-building project that is summed up in the slogan "national in form, socialist in content". The idea was that these different peoples now had their own republics with clearly delineated borders, with their own governmental institutions, academies of science (which promoted cultural study), and their own formalized written languages. The Soviets were attempting to, in their eyes, hasten along a historic process of cohering people with different local and tribal identities into a predominantly "national" identity, that of course had its place in the family of nations under socialism in the USSR.