This is a map of the situation 100 BC and you have to imagine a spreading over the 500-1000-2000 years prior. The fact that we can now speak of a language family means that there had been separation and lack of contact between Iranian speakers and other Indo European languages before the Iranian language themselves began to spread apart.
Understanding the waves of Indo European migration require understanding the role of the Iranian speaking folks in Central Asia in PUSHING other groups of Indo European groups OUT into places like India and Western Europe. Although many of the Scythian speaking languages were unwritten, the ole Iranian Language Family tree has a host of them under it's "northeastern" branch: Avestan, Bactrian, Samaritan, Soghdian and Alanian: All prominent players during the time when Germans, Greeks, Celts and Vedic groups were moving from their place of origin into their new worlds.
So even though they ended up getting dominated by the Turks and then the Mongols, to the point where the only ethnicity they have left is the Ossetians in South Georgia, recently implicated in the mini war between Russia an Georgia when South Ossetia said they wanted to be with Russia or independent instead of being in Georgia, the Sycthians played a HUGE role in determining who is where in todays modern world.