What we call 'native', 'indigenous', or 'first people' are, in general, people who lived in lands that were later colonised by Europeans (people from eastern and western Europe).
We are all descended from the same original ancestors, whose identity is lost to time. Many of us whose ancestry is mainly European even have a certain percentage of Neanderthal ancestry. The Neanderthals also share our very distant ancestry, but they developed separately for a long time. In a way, they were the ''native' people of Europe, living in the region long before it was colonised by our later ancestors. The time scale here is 400,000 years ago, not recent. The people we call 'native/ indigenous/ first peoples' share our distant ancestors too.
All of our distant ancestors migrated over hundreds of thousands of years into lands they could survive in. For me, most of my distant and completely unknown (and at the moment unknowable) ancestors migrated to Europe.
My mitochondrial DNA (mother's lineage) shows a very early female ancestral origin in the area around the Caspian Sea. There is absolutely no way to determine precisely who this far off female ancestor was. She was the maternal ancestor of many millions of people.