Stone Age in Europe
The first modern humans, the Cro-Magnons, probably walked into Northern Europe from Central Asia around 45,000 years ago. When these hunter-gatherers arrived, they found another type of human, the Neanderthals, already living in Europe.
Neanderthals and modern humans lived together in Europe for fifteen thousand years, and probably had children together, but by 30,000 BC the last Neanderthals were pushed into southern Spain. Soon after that the Neanderthals were extinct, and only modern humans were left (though maybe with some Neanderthal genes).
Around 20,000 BC the cold weather of an Ice Age forced people out of Northern Europe, and they seem to have clustered near the Mediterranean Sea, where it was warmer. The end of that Ice Age, around 10,000 BC, allowed people to spread back out all over Northern Europe.
By around 5000 BC, people in Central Europe learned how to farm from West Asians, and how to herd domesticated cattle and sheep and pigs. New polished stone axes allowed people to cut down trees and clear land for their farms. As people started to farm, they also began to make pottery. It took a long time for farming and cattle-raising and pottery to reach all the way north to Britain and Scandinavia - about 3000 years - so a lot of people were still hunting and gathering too. As people started to farm, they could support more people, and there started to be a lot more people living in Europe, but still not nearly as many as in West Asia or North Africa.
Learn by doing: Find Europe on a globe. How do you get there from Central Asia? From Africa?
More about the Bronze Age in Northern Europe