The Great Game is a period of history when the British and Russian Empires were expanding. Both were technologically superior (particularly the British) to all other powers in the central Asian region, although the Ottoman Empire wasn't that technologically backward.
Britain's strength lay in a navy that could transport and protect forces to any coastal region, and which could also help militarilarily in taking coastal cities. The navy also aiding Britain's vast overseas trading network which imported raw materials in exchange for manufactured goods, with a resulting surplus that improved the British mainland and allowed the construction a railways and the arming of a military force. The railways meant that a reduced force was needed to hold an area and forces and heavy armaments could transported to trouble spots quickly. Britain's presence in India began with the East India Company and the gift by King Charles II's (1630–1685) Portuguese Wife of the territory of Bombay in 1662. The British founded new port cities such as Calcutta and Madras (1639) for trade purposes, importing commodities like tea and cotton through them. The East India Company generally treated the locals well but as the Company took over ever more territory the British Government took direct control of India and distances itself from native Indians. Britain of small island took control of the Indian sub-continent relatively easily as India had been weakened by many invading powers including Muslims from Persia and Afghanistan, and French, Portuguese and Dutch. The French armed the Indians in the hopes of weakening the British, but this ultimately failed and India was religiously and regionally divided where as the British were united, so could exploit Caesar's 'Divide and Rule' strategy.
Russia had been long expanding. Russia started as the small city state Kiev ruled by Viking traders/warriors who exploited the river system between the Baltic states and Constantinople, then the second biggest city in the Europe/Middle East region after Baghdad, and also the capital of the Greek Christian Orthodox Byzantium Empire, effectively the remains of the Western Roman Empire. The Byzantium Empire was overrun for invading Turks originally from central Asia. Constantinople fell to the Turks in 1453 effectively ending the Byzantium empire and Greece and Serbia fell some time afterwards. The Turks even controlled Hungary and the Crimea for a time marched on Vienna, unsuccessfully. The Turks renamed Constantinople Istanbul because that's what the Greeks said when ever they asked what the city was called. Istanbul actually means something like 'This is the City'. Constantinople was regarded by Christians as the Second Rome particularly Orthodox Christians, as it had become there seat after they broke away from Rome over a theological disagreement about whether each member of the Trinity (God, Jesus and the Holy Spirit) was equally important. This ended with the Patriarch of Constantinople excommunicating the Pope, and the Pope doing likewise. Kiev was ruled by Viking lords for a period but much of it's population was Slavic so after a few generations it became totally Slavic. Similar states were founded and captured in the region and the Viking-Slavs converted to Orthodox Christianity after first receiving emissaries from Rome, Jewdism and Islam. They rejected Rome as they didn't like their service; Jews because they thought a God that couldn't even protect their homeland could be very powerful; and Islam because of the ban on drinking which we all know the Vikings or Slavs heartily enjoy.
Genghis Khan and his hordes invaded Eastern Europe in the 1300's getting as far West as Poland, and there destroying a combined Polish/Hungarian army which were no match for the fast bowed steep horseman in their clumsy and heavy armour. The Mongol Empire is the greatest land empire the world has ever seen. In stretched from Russia and Palestine to China and Northern India, even having it's own postal service run by relays of horses. It unsuccessfully attacked Japan and Egypt. Japan survived as a Kamikaze (divine wind) destroyed the Mongol fleet off it's coast, 90% died in their ships, the superior Samurai swords dispatched the rest having held the back on a previous invasion attempt. The Egyptians or Mamalukes who then ruled there survived because the arid middle east couldn't provide enough fodder to support a large Mongol cavalry force, the Mamalukes invaded Palestine and Syria and defeated them after first negotiating with Christian crusader knights for safe passage and supplies. Egypt had been the last Muslim territory free from the Mongols. The Christians agreed as they fearing the Mongols would next overrun Europe, the Pope even sent an emissary, Marco Polo to negotiate a peace with them. With in 100 years all Crusaders had been expelled from the Holy Land, which they first went to protect the Christian Byzantiums and Lebanese, failing mainly because they couldn't agree who should gain the cities captured. Crusaders came from as far as Scotland, the first ones were Norman's from Southern Italy. When the Mongols reached Kiev they sent ambassadors to negotiate a surrender who were killed by the Slavs, in return the Mongols killed and raped most of the citizenry, that is why today you can find people in Kiev with Yellow hair (Viking) and Oriental Eyes.
On the death of Genghis Khan the Mongol empire fell into civil war, had he survived it is probable that he would have taken over all Euro-Asia. The Empire divided into factions including China, the Moguls of Northern India and the Empire of the Golden Horde (Russia), whose capital was Astrachan sited where the Volga river meets the Caspian Sea. During this period Moscow had been founded as a forward fort to protect (unsuccessfully) the Slavs. All Slav cities had to pay tribute to the Mongols, but remained Christian, the Mongols were responsible for spreading the Islamic faith to places like Kazan, Central Asia and India. As Constantinople has been overrun new Churches were built in Moscow as a ploy to make it a more powerful city and it became the third Rome. In fighting broke out between the Mongols rulers and one year they demanded tribute and the Slavs refused to pay, this is generally regarded as the date of Russian independence, as the Mongols took now action. Russia then went on to expand from a small state based around Moscow, to gain access to the Baltic and Black seas and expand into Siberia and the Caucasian Mountains (so named as this is where the European race evolved migrating into Europe and Northern Central Asia/Western China from here. They were later driven out, killed or out breed from Western China. Central Asians are a mix of European and Oriental and possibly Indian/Persian blood. The blond haired/blue eyed group of the race evolved in southern Sweden, this is reflected in the colour of the Swedish flag, and later migrated to Russia, Germany and the North Sea region. Red haired people evolved in the Alps.
The Ottoman Empire was begun in western Anatolia/Turkey by invading Turks from central Asia driven out by the Mongols. This region was part of the Byzantium Empire and inhabited by Christian Armenians. They divided into a number of small kingdoms, which did not war on each other. The Ottoman Kingdom, grew by bribing other Kingdoms or killing their rulers and by conquering territory from the Greeks. At it's height it controlled all North Africa, the fertile crescent (the Nile and Euphrates/Tigris rivers), the Black sea coast and much of the Balkans. They converted some Christians to Islam particularly Albanians and Bosnians, by the use of religious schools (Madradas) giving them the top jobs and better land. They were so successful in fact that the European Muslims took control of the Government and won greater autonomy for their countries thus weakening the Empire. The Ottoman Empire was strong but technologically backward. It had boarders with the Austro-Hungarian Empire, Russia and Persia. Some European powers started taking it's North African possessions, Algeria went to France, Libya to Italy and Egypt to France then Britain. It also lost territory in the Balkans and northern Black sea to Russia, Austro-Hungary and independent states like Serbia and Greece whose war of independence was supported by the British poet Lord Byron who donated large sums to the rebels and was made commander in chief of the Greek forces in 1824. The Ottoman Empire was particularly picked on as Christians didn't like seeing other Christians ruled by Muslims but tolerated as it acted as a counter weight to the Mamalukes, Arabs (largely taken over including Mecca but some remained free in the Arabian desert region), Persians, Russians and Austro-Hungarians.
The Iranian state is very old dating back to ancient times. They had a religion called Zoroastroism which a few people in Iran still practice. It involved the worship of fire. This might have become the central religion of the Roman Empire (instead of Christianity) if history had worked out a little differently. Other contenders included the cult of the Bull (from Syria and Persia), and the cult of Isis (from Egypt). The Persian Empire was conquered by Alexander the Great in 331 BC. The Iranians have always referred to themselves as Iranians, but they become known as Persians in the West after their ancient capital Persepolis which was plundered and burned by Alexander the Great during a drunken binge. At its height the Persian empire stretched from Egypt and Anotolia (Turkey) to the Indus River and Central Asia. It had 127 provinces or stralaps, and the famous Persian Royal Road. India got it's name from the Indus river even though today the entire river is in Pakistan (except for one tributary in Eastern Punjab). Stan being a name used in many Islamic countries. The first five letters represent the five provinces including Punjab, Afganistania, Kashmir, Indus-Sindh and Stan. The name means 'land of the pure'.
The Romans knew the Iran as Parthia after the Iranians joined with the Medes (Kurds) and Parthians. Parthia was a major enemy of Rome and prevented the Romans advancing beyond the Eastern Mediterranean (Middle Earth) sea, with a buffer of semi independent states between the empires. Iran is ideal for horse raising so their armies have always had a strong cavalry component. When the Western Roman Empire fell to barbarians c. 410 AD the Eastern Greek speaking Empire survived by paying tribute to the barbarians and a major 'Cold War' developed between the Persian and Byzantium Empires, as both were of about the same strength thus neither could defeat the other. Both Empires were later destroyed. The Byzantiums by the Turks, and the Persians by Muslim Arabs. Although Persia became Muslim, they adopted the Shi'ah creed thus maintaining a element of self identity. Shi'ah minorities also exist in Southern Iraq, the Lebanon, Afghanistan and Pakistan (partly because Iranians invaded this region several centuries ago).
Central Asia is the furthest region on the planet from the sea and so very remote, but the Railway soon opened it up. It had been very rich in the middle ages being on the silk route and even made some contributions to Astronomy. Britain and Russia both regarded the region as strategically useful, it was ruled over by many small kingdoms. The British so they could defend India (the Jewel in the Crown, literally the biggest Jewel in the British crown comes from India), the Russians so they could defend Russia and attack India. Ultimately the Russians won taking over most of the region and holding it until the collapse of the Soviet Union. Britain invaded Afghanistan but was beaten, as did the Soviets. The mountainous terrain makes war very difficult there. The Chinese took over Tibet in the 1950's, and have recently signed a deal to buy Kazachstan's oil. The Russians still maintain a spaceport in Kazachstan.