Mobile pastoralists build little that stays and write little that lasts, so the steppe is known mainly through two sources: what settled neighbours said about it, and what was buried in it.
The written descriptions come from every direction and none of them is disinterested. Chinese histories describe the northern peoples as a security problem. Persian, Byzantine, Arab and later Russian accounts describe them as trading partners, threats or subjects. Where these sources agree, they may be agreeing because they copied one another or because they shared an assumption about what nomads are like.
The exception is important. Turkic inscriptions raised in the Orkhon valley in the eighth century are a self-written record: monuments erected by a steppe polity, in its own language and script, invoking Tengri, the sky, as the power that grants and withdraws rule. They are rare and they are decisive, because they show the religion stated from inside rather than reported from outside.
The material record is unusually rich for a mobile society because of burial. Kurgan mounds preserve grave goods, and in the frozen tombs of the Altai the ground preserved textiles, felt hangings, wooden objects and tattooed skin that would have rotted anywhere else.
Later layers complicate any simple picture: Buddhism, Manichaeism, Nestorian Christianity and Islam all found adherents on the steppe, and the sky worship attested in the inscriptions coexisted with them rather than being replaced at a stroke.