Stone age tools dating back 20,000 years have been excavated in the state.  Remnants of Copper Age settlements in the Bengal region date back 4,000 years.  Stone tools provide the earliest evidence of human settlements. Prehistoric stone implements have been discovered in various parts of West Bengal in the districts of Midnapur, Bankura and Burdwan, and also at Sagardighi. But it is difficult to determine, even approximately, the time when people using them first settled in Bengal.
It might have taken place ten thousand years (or even more) ago.The original settlers spoke non-Aryan languages— they may have spoken Austric or Austro-Asiatic languages like the languages of the present-day Kola, Bhil, Santal, Shabara, and Pulinda peoples. At a subsequent age, peoples speaking languages from two other language families— Dravidian and Tibeto-Burman—seem to have settled in Bengal. Archaeological discoveries during the 1960s furnished evidence of a degree of civilisation in certain parts of Bengal as far back as the beginning of the first millennium BC, perhaps even earlier.The discoveries at Pandu Rajar Dhibi in the valley of the Ajay river (near Bolpur) in Birbhum district and in several other sites on the Ajay, Kunur and Kopai rivers have thrown fresh light on Bengal's prehistory. Pandu Rajar Dhibi represents the ruins of a trading township, which carried on trade not only with the interior regions of India, but also—possibly indirectly—with the countries of the Mediterranean.
Mahasthangarh is the oldest archaeological site in Bangladesh. It dates back to 700 BCE and was the ancient capital of the Pundra Kingdom.Hindu scriptures such as the Mahabharata suggest that ancient Bengal was divided among various tribes or kingdoms, including the Nishadas and kingdoms known as the Janapadas: Vanga (southern Bengal), Pundra (northern Bengal), and Suhma (western Bengal) according to their respective totems. These Hindu sources, written by Indo-Aryans in what is now Punjab and Uttar Pradesh, suggest that the peoples of Bengal were not Indo-Aryans. However, Jain scriptures identify Vanga and Anga in Bengal as Indo-Aryan.While western Bengal, as part of Magadha, became part of the Indo-Aryan civilization by the 7th century BCE, the Nanda Dynasty was the first historical state to unify all of Bengal under Indo-Aryan rule.
Overseas Colonization The Vanga Kingdom was a powerful seafaring nation of Ancient India. They had overseas trade relations with Java, Sumatra and Siam (modern day Thailand). According to Mahavamsa, the Vanga prince Vijaya Simha conquered Lanka (modern day Sri Lanka) in 544 BC and gave the name "Sinhala" to the country. Bengali people migrated to the Malay Archipelago and Siam (in modern Thailand), establishing their own colonies there.