Were the speakers of the proto-Indo-European languages a "people" as we would think of them? Did they have an identifiable religion, culture, social structure etc? Also, is there evidence that they referred to themselves as Aryans? I'm writing a book about ancient Europe, btw, and I'm a little confused about some of it.
"Indo-Europeans" is a linguistic classification that was first identified by 19th Century historical linguists. It refers to a group of languages with common vocabulary and grammar that are distributed from Europe to Western and southern Asia. Linguists habit of calling the speakers of these languages "Aryan", after historical groups in India came in during the late 19th Century, and then was pretty much abandoned after World War 2. Only a very small number of physical anthropologists, mostly those working in Germany, used "Aryan" to refer to a biological population. (There was a popular joke in the 1930s that a "typical" Aryan was blonde like Hitler, slender like Goering, and tall like Goebels.)
Early 20th Century archaeologists often tried to match patterns in variability in archaeological material culture to these named linguistic groups. They found some parallels, but as data accumulated over the 20th Century, pretty much everyone realized that there was little point in trying to correlate linguistic classifications created by linguists using one set of assumptions about language variability with another set of material culture classifications cooked up by archaeologists using a different set of assumptions. Why? Well, after no little amount of fieldwork studying actual humans, anthropologists were able to demonstrate that race (biology), language, and culture varied independently of one another. If these things are so weakly correlated with one another today, the only reason to assume they were more strongly correlated in the past is to assume there were some kind of different rules governing human behavioral variability in the recent past. There is no strong support for that assumption.
What follows next is my informed opinion, not something I could prove as a scientist. Prehistoric Europeans probably thought of themselves,much as we do, as part of several nested sets of identities -their role in family, their role in a larger kin group, their role in a co-residential network (role in village, for example), as well as a role in larger regional cultures partly defined by shared language and culture. The one thing you can be sure about is that they did not refer to themselves as "Aryans". Rather, if you asked one of them, they might say, "My name is Bob, son of Joe and Flow, of the Eagle family, village flintknapper of Big Valley Village, member of the Hickawe ethnic group."
There is a debate about the antiquity of Indo-European language dispersal into Europe, with some scholars pegging it in the Neolithic others in the Bronze Age. Neither of these are time periods about which I possess much expertise, but if you need details about life during these time periods, there are any number of good recent books about European prehistory to which you could turn. The Oxford Illustrated Prehistory of Europe is a pretty good starting place. Eventually you'll probably run into Marija Gimbutas' "Civilization of the Goddess" books, which postulate a single Matriarchal Neolithic civilization prior to the Indo-European dispersal. This is a decidedly minority position among professional archaeologists.