Who would have migrated into India in ancient times? Why were there no kingdoms from India beyond Himalayan range in Afghanistan in west, Tibet in North, etc.. One of the main reasons were the Himalayas themselves. In ancient times armies comprised of Elephants, Chariots, Horse riding warriors. The armies or migrants coming from outside into India were mostly horse ridden and Himalayas could have proved difficult for chariots of war (which would have been different from chariots of migrants) and big animals of war like elephants to go and fight wars across Himalayas. This could have been main reason as to why in ancient India civilizations and kingdoms did not expand beyond Indian subcontinent which was surrounded by Himalaya from all the sides. So, migrations and wars would have been mostly done by horse riding people and chariots to certain extent, because chariot riders would also have been horse riders and even if no chariots were able to cross Himalayas, chariot warriors would have been able to ride Himalaya across on horses and construct or manufacture chariots across Himalayas inside Indian subcontinents(one must remember in old times chariots were made of wood mostly). One of the reasons why such diverse identities in India were able to maintain and exist in form of their own identities was Himalayas itself. If we compare it to middle east or other open areas of central Asia such ancient identities rarely exist.
Migrations into India hold clues through family names, names of villages, etc. Village name and name of civilization can be seen in form of Elam, Akkadian, etc.:
https://en.wikipedia.org/wiki/Elam
http://www.jatland.com/home/Elam
Connection to Greek civilization can be seen from family names like Tokas, this family name is also found in Greek people even today. Jat family name "Kundu" could be connected with people coming from word "Kunduz":
https://en.wikipedia.org/wiki/Kunduz
https://en.wikipedia.org/wiki/Kundu
These are some of the family names based on location, time and history.
Then people coming from outside who started living in this land of Indian subcontinent could also have been from kingdoms which were destroyed, civilizations which finished, armies which were defeated, religions which were persecuted e.g. Zoroastrians, Judaic people,etc., people looking for better place to live, etc. These so called outsiders would have settled alongside different kingdoms, people, races, etc. as it so happened in ancient and is happening in modern times. Now some people would have identified themselves with their ancient roots, others with occupations, others with color, etc.
Interesting is the fact of name of the color, color like black, red, blue, etc. are often used in first name and family name. "Red or Lal" in Hindi could have been used easily because these people were light skinned than other people, so the blood under the skin could have created an impression of red. "Black or Kala or Kaliya" could have been easily coined because these were the people who were darker in skin color due to strong sun tann and marrying into local population. "Neela or Neelu" is also a color and is often used in names of people.