Originally, the Goths were one of the barbarian horseback riding groups that caused trouble for the Roman Empire.
Ancient Source on the Goths - HerodotusThe ancient Greeks considered the Goths to be Scythians. The name Scythian is used in Herodotus (440 B.C.) to describe barbarians who lived on their horses north of the Black Sea and were probably not Goths. When the Goths came to live in the same area, they were considered to be Scythians because of their barbarian way of living. It is hard to know when the people we call Goths began to intrude on the Roman Empire. According to Michael Kulikowski, in Rome's Gothic Wars, the first "securely attested" Gothic raid took place in A.D. 238, when Goths sacked Histria. In 249 they attacked Marcianople. A year later, under their king Cniva, they sacked several Balkan cities. In 251, Cniva routed Emperor Decius at Abrittus. The raids continued and moved from the Black Sea to the Aegean where the historian Dexippus successfully defended a besieged Athens against them. He later wrote about the Gothic Wars in his Scythica. Although most of Dexippus is lost, the historian Zosimus had access to his historical writing. By the end of the 260s the Roman Empire was winning against the Goths.
Medieval Source on the Goths - JordanesThe story of the Goths generally begins in Scandinavia, as is told by the historian Jordanes in his The Origin and Deeds of the Goths, chapter 4:
" IV (25) Now from this island of Scandza, as from a hive of races or a womb of nations, the Goths are said to have come forth long ago under their king, Berig by name. As soon as they disembarked from their ships and set foot on the land, they straightway gave their name to the place. And even to-day it is said to be called Gothiscandza. (26) Soon they moved from here to the abodes of the Ulmerugi, who then dwelt on the shores of Ocean, where they pitched camp, joined battle with them and drove them from their homes. Then they subdued their neighbors, the Vandals, and thus added to their victories. But when the number of the people increased greatly and Filimer, son of Gadaric, reigned as king--about the fifth since Berig--he decided that the army of the Goths with their families should move from that region. (27) In search of suitable homes and pleasant places they came to the land of Scythia, called Oium in that tongue. Here they were delighted with the great richness of the country, and it is said that when half the army had been brought over, the bridge whereby they had crossed the river fell in utter ruin, nor could anyone thereafter pass to or fro. For the place is said to be surrounded by quaking bogs and an encircling abyss, so that by this double obstacle nature has made it inaccessible. And even to-day one may hear in that neighborhood the lowing of cattle and may find traces of men, if we are to believe the stories of travellers, although we must grant that they hear these things from afar."
Germans and GothsMichael Kulikowsi says the idea that the Goths were associated with the Scandinavians and therefore Germans had great appeal in the 19th century and was supported by the discovery of a linguistic relationship between the languages of the Goths and Germans. The idea that a language relationship implies an ethnic relationship was popular but doesn't bear out in practice. Kulikowski says the only evidence of a Gothic people from before the third century comes from Jordanes, whose word is suspect.
Kulikowski on the Problems of Using Jordanes
Jordanes wrote in the second half of the sixth century. He based his history on the no longer extant writing of a Roman nobleman named Cassiodorus whose work he had been asked to abridge. Jordanes did not have the history in front of him when he wrote, so how much was his own invention can't be ascertained. Much of Jordanes' writing has been rejected as too fanciful, but the Scandinavian origin has been accepted.
Kulikowski points to some of the far-fetched passages in Jordanes' history to say that Jordanes is unreliable. Where his reports are corroborated elsewhere, they can be used, but where there is no supporting evidence, we need other reasons for accepting. In the case of the so-called origins of the Goths, any supporting evidence comes from people using Jordanes as a source.
Kulikowski also objects to using archaeological evidence as support because artifacts moved around and were traded. In addition, archaeologists have based their attribution of Gothic artifacts to Jordanes.
So, if Kulikowski is right, we don't know where the Goths came from or where they were before their third century excursions into the Roman Empire.