The earliest Turkic-speaking peoples that can be identified in Chinese sources are the Dingling, Gekun (or Jiankun), and Xinli, located in South Siberia. Historical Turks ARE NOT INDOEUROPEANS, they are Siberian branch of the Mongol race. There is a thread of historical continuity linking the Dingling of Han times with the Tiele of the fifth and sixth centuries out of whom the Uighurs eventually emerge. The Gekun/Jiankun have long been identified with the Kirghiz. The name Xinli is the same as Xue of seventh century Chinese sources, transcribing the Turkish tribal name Syr found on the Orkhon inscriptions. There is not even a shred of evidence for migration of this people before the 6th century. Ashina dynasty of the ancient Turkic peoples is of indo-european origin among the Wusun tribes and the gold (Kagan’s) clan of the ancient dynastic tribe Ashina was called Shar-Duly ( Middle Persian: Golden raven Duli). In that clan was born prince Kul-Tegin. However Ashina of the 6th-7th century were already racially mixed. The majority of Wusun moved to Kazakhstan in the second half of the 5th century. The forest-steppe zone of South Siberia around the Altai extending into Mongolia, is the area where Turks have acquired elements of equestrian culture and pastoral nomadism from the Indo-Europeans. Just because the ruling dynasty Ashina had indo-european roots DOES NOT MAKE Turks to be Indo-Europeans. hunnobulgars.blogspot.bg/2017/01/origin-of-turks.html
The forest-steppe zone of South Siberia around the Altai extending into Mongolia, is the area where Turks have acquired elements of equestrian culture and pastoral nomadism from the Indo-Europeans.
Interesting thought. Yet, a simple a historical comparison of the Pra-IE and Pra-Altaic languages (Courtesy of the linguist Anna Dybo) shows us that the PIE don't have a single word for pants. And you simply can't form an equestrian culture without them... Also the study shows that the PIE speaking economy depended on agriculture and sedentary animal husbandry and even though they had the word for horse, they didn't have any words for horse riding or related paraphernalia, which the PA have in abundance.
As for my few cents on the first Turks, who knows? Seeing as the Turkic languages are a part of the so called "Nostratic" language group, the first Turkic speaking peoples must have lived together with the first IE speaking peoples before the natives of the Americas decided to chase the mammoths all the way to Alaska.
But about the first Turks (by which I mean Turkic speaking peoples) that we can pinpoint in the known history would be the Kangar, Quti, Lulubey, Kumuk, Kashkay, Salur, Subar, Kuman and Turuk tribes of the Akkadian, Assyrian and Urartian source fame. All of these tribes with obviously Turkic ethnonyms (and in the case of Kangars, obviously Turkic language) lived between the Euphrates river in the west, Ceyhun river in the east, Caspian sea in the north and the Indus river in the south. Considering the Turkic speaking Zhou dynasty and their chariot riding hordes invaded from the west and settled (figuratively) in the Shaanxi province, it makes sense that the earliest Turks were the natives of Turkestan (what a surprise).