"The Xiong Nu (possibly meaning "Subjects of Peoples"), also known as the Asiatic Huns, were one of the earliest known nomadic peoples that lived in Central Asia. They're thought to have descended from the Xien Yun, a Proto-Turkic people. However, the Xiong Nu were not a pure ethnic group, and they included various Turkic, Tungusic and Indo-European peoples.

The foundation of the Xiong Nu Empire is unknown, but the earliest Chinese records about them date back to 318 BC, when a Xiong Nu army had defeated a Zhou army at the Battle of Northern Xansi and signed a peace treaty.

Since China at that time was divided between many warring states like Qin, Zhao, Yan, Qi, Lu, Wei, Han and Chu, the Xiong Nu easily raided Northern China throughout 4th century BC. Their raides reached it's zenith during 3rd century BC, when the Qin emperor Qin Shi Huangdi finally decided to build a Great Wall to stop those raids (the Great Wall was already in existence as small independent fortifications dating back to the Warring States Period; but Qin Shi Huangdi united these to form a single body). China was not the only country that suffered from Xiong Nu raids; other parts of Central Asia like Chungaria and Altais were also targets of the Xiong Nu."

by Ihsan

BTW, their origins arent any related with the Chinese, ancient Chinese historians have always claimed theories of origins for foreign nations that arent any related with Chinese, and there was no evidence to support common origins.

About the relation between Xiongnu and Huns, there are plenty of arguments in this link:

http://www.chinahistoryforum.com/index.php?showtopic=160 5 - http://www.chinahistoryforum.com/index.php?showtopic=160 5

I think its Bellews (or was it Raverty?) book about the History of Central Asia,  it goes into detail the relationship between the Sassanids and the Hephtalites, and their wars, defeats, betrayals, etc.

The Hephtalites and their Relationship with the Turkish Khalaj, and the Khalji

GHILJAY/GHILZAI/KHALJI/KHILJI/KHALAJ:

A large and widespread Afghan tribe, who extend from Kalat-i-Ghilzai on the S. to the Kabul river on the N., and from the Gul Koh range on the W. to the Indian border on the E., in many places overflowing these boundaries. The popular theory of the origin of the Ghilzais traces them to the Turkish tribe of Kilji, once occupying districts bordering the upper course of the Syr Darya (Jaxartes), and affirms that they were brought into Afghanistan by the Turk Sabuktagin in the 10th century. However that Inay be, the Ghilzai clans now rank collectively as second to none in strength of military and commercial enterprise. They are a fine, manly race of people, and it is from some of their most influential clans (Suliman Khel, Nasir Khel, Kharotis, &c.) that the main body of povindah merchants is derived.

- 1911 Encyclopedia

Khalaj were identified by the Russian scholar Barthold as two of the 24 tribes of the Ghuzz Turks.  But new intriguing evidence shows that the Khalaj may actually have been there longer than before.  Evidence is now leaning that they may have been an indigenous, Iranian pagan tribe that was later identified with Turks.

Modern scholars claim the Hephtalites were a Polyandrous, Sun-worshipping people before the emergence of the Ghozz Turks.  

Hephtalite Empire/Sphere of Dominance

The Afghan Folktale of Bibi Mato

The story proceeds: Qais Alias Abdur Rashid Alias Pehtan had three sons named Sarban, Batan and Ghurghust. Most of the present-day Afghan tribes claim descent from these three persons. Batan had a daughter named Bibi Matto. She fell in love with Hussain Shah, a prince of Turkish origin, and their intimacy reached a stage where her pregnancy could not be concealed. Marriage was the only course open, but the offspring, a boy, was given the name of Ghilzai, meaning in the Afghan language a son 'born of theft'. Bibi Matto's next son was Ibrahim who, because of his intelligence and wisdom, was addressed by Qais as Loi-dey (Lodi) i. e., Ibrahim is great.

The only problem with this folktale, is that "Loi Dey" in Pashto doesn't mean he is great, actually it just means he is "big."  The correct Pashto would be "Ibrahim Mashr Dey"

Folktale Clues

Using the folktale,  there are some clear indications from the story that do correlate with history.  One being the emergence of another empire stepping on the foot of the Afghan frontier and a story of a foreign presence that is felt in Afghanistan, and that intermarriage did occur, either by force, or to form new alliances.

In this context one might see the Ghilzais as being the amalgamation of a Turkish tribe with Afghans.  But if the Khalaj were Turks, where did they come from?

This is the question that needs some clarification.  Could the Khalaj be from a even further past, during the time of the Hephtalites?   It would be hard to prove considering the Hephtalites are still one of the most intriguing people to be studied by scholars.  A few ancient manuscripts have been found, along with a bust, and an inscription that identifies the Hephtalites:

Modern scholars such as Enoki describe the White Huns/Hephtalites as an Iranian tribe that originated from the Hindu Kush mountains.

"....Ephthalite origins may be determined by considering where they were not, as well as by where their conquests drove their enemies. They were not previously north of the Tien Shan, thus they did not stem from that region. They drove the Kidarites out of Balkh to the west, thus they came originally from the east. By such reasoning, the Ephthalites are thought to have originated at Hsi-mo-ta-lo (southwest of Badakhshan and near the Hindu Kush), which tantalizingly, stands for Himtala, "snow plain", which may be the Sanskritized form of Hephthal."

As their empire shows, the central focal spot of their empire is the Hindu Kush.  Regardless of their origins, by the end of the 6th century AD, there emerges a group of tribes with an Iranian background and language, but not fire worshippers, rather sun worshippers, made up of successive hordes overlaid at the last by a Hunnish conquest, and with a centre of historical attraction towards the Gandhara Valley.

Arabic/Persian Sources

Arabic/Persian name for the Hephtalites/Ephtalites was Haytal or Hayatila, and they are so mentioned by Firdausi in his Shahnameh.  In his commentary on the Hudud al Alam, the late Russian Professor Minorsky quotes two early passages from Arab chroniclers that link the Khalaj with the Hayatilas aka Ephtalites.

A)  From the Mafatih al Ulum of Al-Khwarezmi written in 975 AD (H. 365): The Hayatila are a tribe of men who had enjoyed grandeur and possessed the country of Tukharistan; the Turks called Khalukh, or Khalaj, are their descendants.

B)  From the Kitab al Masalik of Istakhri, written in 933 AD (H. 321): The Khalaj are a kind of Turks who in the days of old came to the country between Hind and the districts of Sijistan (Sakastan/Sistan) behind Ghor.  They are catle-breeders of Turkish apperance, dress, language.

Takharistan is what is now north-eastern Afghansitan, around Baghlan.  Takharistan was actually one of the major strongholds of the Hephtalites during their dominant period in history, so it correlates well to the 2 passages above.   Both passages take the Khalaj back some five centuries before the Ghuzz migrations, making their ancestors the White Huns.

The Kochi

Afghanistan has a substantial number of nomadic people,often estimated at 10 percent of the country's total population. They are primarily sheep raisers who live in tents andtravel seasonally in caravans with baggage animals (camels, horses and donkeys) that can move the people and house-hold goods long distances over fixed migration routes.

They are commonly known as "Kuchi", a term derived from the Persian kuch, to move or migrate. In eastern Afghanistan, kuchi is applied to all nomads who live in black goat hairtents (ghizhdi) and are seen as having a distinct culture, habitation and economy that sets them apart from the sedentary villagers whose lands they pass through. 

Although most Kuchis are engaged in pastoralism, poorer communities that lack animals use their mobility as seasonal grain harvesters and some other groups historically specialized in trade.  Approaching Kandahar in the south, Kuchis are also called powindahs (literally grazers).  

Kochi Child

In western and northern Afghanistan the term maldar (herdowner) replaces Kuchi and is applied to any group that that makes its living through flock keeping. This changing terminology reflects the less rigid boundary between nomads and sedentary peoples thatis the product of different ecological and cultural conditions in these regions. The term Kuchi is not applied to gypsy-like groups of itinerant artisans or entertainers (Jat,Jugi, Ghorbat, etc.) who typically employ white canvas tents (Ferdinand 1962, 1969:127-129).  While Kuchis are an identifiable occupational group, they do not share a single ethnicity or language. 

Although a largemajority of them are Ghilzai Pashtun, most Pashtuns are not nomadic and many groups of nomads in Afghanistan are not Pashtun. Even among Pashtun nomads there are clear dis-tinctions between the Ghilzai Pakhtun of eastern Afghani-stan and the Durrani Pashtun nomads of western and northern Afghanistan (often generically called Kandahari regard-less of location). They speak different dialects of Pashto, employ a distinctively different styles of black tent, and have different forms of labor allocation (Ferdinand 1969:146-7).

Recently links have been made between the rug patterns of Kuchis and that of the ancient Tocharians.  J. Barry O'Connel Jr is quoted as saying:

"This is one of 9 known examples in the world. These all apparently were bought in the market in Murkur Afghanistan, which is a major market for Pashtun Nomads often called Cutchis (Kuchis). Similar rugs were found in the Tarim Basin Archeological digs. Those were attributed to the Tocharians."

Several chinese historical books such as "Hanshu" recorded as "Dinling is   the nephew of Xiongnu" to discribe the relationship between them. "Dingling" is a different form of pronunciation of Tura in Chinese such as Di, Dili, chile, Tiele etc.   

no, the Kushans were conquered by the Chionites, not Epthalites as so often stated, and where in turn conquered by the Sassanians who established their own protectorate under a "Kushanshah". depictions on coins have shown that the "satrap" of the Kushanshar has remained the same outfit as his Kushan predecessors.

no, Tocharians ARE Yuezhi and they were Indoeuropean but not Indoiranian. the word Kushan is another story, after the conquest of the Hellenistic areas in todays Afghanistan/Pakistan the Tocharians established 5 kingdoms, of which one eventually conquered the other 4, this kingdom was called Kushan and eventually gave name to the subsequent empire.

unlikely, though the Chionites also had misformed skulls just like the Black Huns in Europe, so we can assume there was a relation between the Black Huns and red Huns (Chionites), however i don't know if Ephtalites or even Xiongnu had the fashion of deforming their skulls too.

EDIT

addition to quote 2: the Yuezhi did not conquer Afghanistan directly from the Hellens but from the Sakae whose reign their was only short lived however.

This is very interesting and informative.

Toharians and Huns were two different groups, although they had similar costums, as they were both nomads. The fact is they both came from Central Asia. Kushans were related to Toharians, while Eftalites (white huns) related to Huns.