As a commenter pointed out earlier this week, there are quite a variety of ethnic groups in Central Asia. I'm going to try to point out some of those groups over the next few days.
Obviously, the most well known are the Kazakhs, Kyrgyz, Uzbeks, Turkmens, and Tajiks (I'm not including Afghanistan in this discussion, although it can reasonably be included in Central Asia.) Most of these groups live in their respective countries, but significant minorities can be found in most Central Asian republics.
The Kazakhs generally are recognized as a separate group from the 1400s. They divide themselves into three main groups: the Great Zhuz (southern KZ), the Middle Zhuz (north and east KZ), and the Little Zhuz (western KZ). It is still important to know which zhuz a person belongs to even after Soviet rule. Kazakhs were nomadic until the 1920s. There are 8 million Kazakhs in KZ, about a million in China and Uzbekistan, about 700,000 in Russia, and smaller numbers in Mongolia, Kyrgyzstan, and Afghanistan. Our Kazakh friend in Idaho grew up in Mongolia. His grandparents emigrated there about 50 years ago.
"Kyrgyz" is one of the oldest names in Central Asia. The ancestors of the Kyrgyz lived along the upper Yenisey (Yenisey means "Mother River" in Kyrgyz) in what is today the Tuvan Autonomous Republic in Russia. Some believe the Kyrgyz and Tuvans are related, or that the Tuvans are also descended from those same ancestors. The Kyrgyz moved to what is now Kyrgyzstan from about 900-1400. Some of their reason for leaving may have been to get out of the Mongols' way. Manas is a very important historical figure (more on him another day). Clan affiliation is still important. There are 3 million Kyrgyz in KG, and smaller numbers in Uzbekistan, China, Tajikistan, and Afghanistan.
The Uzbeks came to Central Asia from southern Siberia or the Kazakh steppe by 1400. They became sedentary at about this point too, probably since the Amu Darya lends itself to irrigation and a sedentary lifestyle. The Uzbeks are the largest Turkic groups after the Turks. They are more active in getting rid of Russian influence. There are 18 million in Uzbekistan, 1.6 million in Tajikistan, 1.3 million on Afghanistan, and another 1.5 million between KZ, KG, and Turkmenistan. Because they are a sizeable minority in so many countries, many other ethnic groups get a little touchy about their presence. Uzbekistan also has most of the great ancient cities in its borders, like Samarqand, Bukhara, and Khiva, when those cities actually had a much wider sphere of influence. Those cities might be in Uzbekistan, but saying they're exclusively Uzbek (or that Tamerlane was Uzbek) is a stretch.
Turkmen origins are a little harder to define. They probably wandered into the area over the centuries. There are around 100 Turkmen clans. There are a larger number of Sufis here than other parts of Central Asia. The Turkmen language is rather closely related to Azeri, and they've had a literary language since the mid-1700s. 3 million Turkmens live in Turkmenistan, 1 million in Iran, and around 650,000 in Afghanistan.
The Tajiks are different from all the above groups because they are Persian instead of Turkic. They are long time residents of Central Asia, descended from the Sogdians and Bactrians who were influential nearly 2,000 years ago. I'll write more about their history sometime. Some Tajiks still have red hair and green eyes. There are 4.4 million Tajiks in Tajikistan, 3.5 million in Afghanistan, and less than a million in Uzbekistan, Kazakhstan, China, and Kyrgyzstan. Tajiks claim, not unreasonably, that Samarqand and Bukhara were originally Persian and should have gone to Tajikistan.
I'll write later about the Europeans living in Central Asia, like the Ukranians, Germans, Russians, other Turkic groups, and the myriad other people living in Central Asia.