The Scythians were a nomadic people living, according to Herodotus, along the northern shore of the Black Sea (Euxine), in a stretch of land extending from the Danube (Ister) on the west to the Don (Tanais) on the east, which flows into the northeastern tip of the Sea of Azov (Lake Maeotis).
See the map below, and link here to its source and a larger version.

The Ancient Greeks came into contact with Scythians by no later than 600 BCE, sometime after the Ionian Greek city of Miletus colonized Chalcedon (c. 680 BCE) and Byzantium (c. 660 BCE) at the entrance to the Black Sea.

Eventually, Miletus establisihed around 75-90 settlements (apoikiai) and trading posts (emporia) along the southern and northern shores of the Euxine.

In Book 4 of his History of the Persian Wars, Herodotus reports that it was easy for him to find out about the remote Argippaei, a breakaway Scythian tribe composed of people who were "bald from birth, both women and men...from the Scythians who visit them and from Greeks who frequent the trading port on the Borysthenes [Dnieper] and other ports along the Black Sea coast" (4.23-24).

Thus, Greeks were in regular contact with Scythians from an early time and throughout the classical period.

Among the items imported from the Black Sea area were grain, dried fish, and slaves. (Remember that in Section IA, Dikaiopolis boards the merchant vessel in Byzantium.)

As in Africa, slaves were made available to foreign traders by local chieftains, who captured them in war or, perhaps, simply kidnapped them.

By the end of the fifth century, most slaves came from Asia Minor (and especially from Phrygia and Caria), but large number of Thracians and Scythians still appear in the documents.

Look, for example, at the list of slaves sold in 415 BCE on page 186 of GVE:
of the 16 slaves identified, one third are Thracian, and there is one Scythian among them.

During the period of the Pisistratid tyranny in Athens (561/560-510 BCE; see WA HI 9-10), Scythians served as mercenaries in the army, and used their renowned skill with the bow to provide cover for advancing hoplites.

Scythian archers were a popular subject on Greek vases (see the next page), but the majority of them appear in the period 530-500 BCE.

In 514, the Persian king Darius invaded Europe, first crossing into Thrace and then marching north against the Scythians. Greeks from the Ionian vassal city-states supported him with their naval forces, and, following his defeat by the Scythians, Darius was only able to retreat across the Danube (Ister) because the Greeks, under the tyrant Histaeus of Miletus, remained loyal to him and rejected the suggestion of Miltiades (the Athenian tyrant of the Chersonese) that they take the opportunity to revolt from Persian rule (4.83-98, 118-42).

Herodotus has a high opinion of Scythian self-defense:
" The Scythians, however, though in other respects I do not admire them, have managed one thing, and that the most important in human affairs, better than anyone else on the face of the earth: I mean their own preservation. For such is their manner of life that no one who invades their country can escape destruction, and if they wish to avoid engaging with an enemy, that enemy cannot by any possibility come to grips with them. A people without fortified towns, living, as the Scythians do, in waggons which they take with them wherever they go, accustomed, one and all, to fight on horseback with bows and arrows, and dependent for their food not upon agriculture but upon their cattle: how can such a people fail to defeat the attempt of an invader not only to subdue them, but even to make contact with them?"(4.46).

The Scythians also managed to defeat the army of Alexander the Great in 331 BCE, but were themselves defeated shortly afterwards by the Sauromatae, a people living to the north and east, about whose Amazon-type women Herodotus tells an extremely interesting story which forms part of your reading for this semeter (RG 6GH)