The celts were a loosely affiliated group of ancient warrior clans and tribes, that spanned an area from modern-day Turkey to Ireland. The word 'celt' comes from the greek word 'keltoi.'
The celts didn't have a written language. Most of what we know about life in Gaul (modern-day France) and Britain is from records written by the romans and the greeks. The romans sought to syncretize the british gods with their own gods, as a means of conversion into the way of life of the average roman. This lead to the development of the well-documented romano-celtic period and religious practices.
The first celts were the people of the iron-age hallstatt culture of what is today southern germany. The hallstatt culture evolved into the celtic la tene culture as it expanded across western europe.
The hallstatt culture evolved out of the earlier proto-celtic bronze-age urnfield culture, which was likewise successful and expanded across western continental europe. The urnfield culture evolved out of the earlier unetice culture. The unetice culture was comprised of an indo-europeanized population of formerly vasconic-speaking bell-beaker people, having been linguisticly indo-europeanized by the adjacent corded-ware people to the east, probably as a result of being ruled by a corded-ware indo-european warrior caste.