“According to the Scythians, theirs is the youngest of all nations, and it came into existence in the following way. The first man born in this land, when it was still uninhabited, was named Targitaos. They say that the parents of this Targitaos were Zeus and the daughter of the River Borysthenes [Dnieper (!)], though that does not sound credible to me. Nevertheless, that is their claim. From such stock, then, came Targitaos, and to him were born three sons: Lipoxais, Arpoxais, and the youngest of them, Colaxais. While they reigned, certain objects made of gold fell from the sky: they were a plow, a yoke, a battle-axe, and a cup. When these objects came to rest on Scythian ground, they were seen first by the eldest son, who, wanting to take them up, approached where they lay. But as he came near them. the gold caught on fire, so he left them there; and when the second son approached, the same thing happened. Thus the burning gold drove both of them away; but when the third and youngest son approached, the fire stopped burning and went out, so he carried the gold home, and the elder brothers reacted to this event by agreeing to surrender the entire kingdom to the youngest. From Lipoxais were descended the Scythians known as the tribe of the Auchatai; from the middle brother, Arpoxais, the tribes of the Katiaroi and Traspies; and from the youngest, the royal tribe, called the Paralatai.  The name of all these tribes collectively is Skolotoi, derived from the king’s name, but the Hellenes have named them Scythians. So that is how the Scythians explain the origin of their race.” (Herodotus, 4.5-6)
Scythians calling themselves “the youngest of all nations” was probaly supposed to mean association of their nation with the youngest son, Coloxais, who had the gift to approach things that were sent from above.
“Royal Scythia, Greece, Kyiv Rus” has more insights into Scythian culture.