According to some, they were Iberians. Historical novelist Rosemary Sutcliffe portrays the pre-Celtic inhabitants of Britain as the Little Dark People, and Henry Treece, in The Golden Strangers, also describes the pre-Celtic Britons as "dark whites," somewhat smaller than the Celtic invaders. However, Treece's novel also features "red-haired hunters" who have inhabited the island even longer, having walked there before it was an island. (It's not clear whether he intends them to be Neanderthals.) Both Treece and Sutcliffe were writing fiction, of course, and to some extent put their own construction on the findings of historians and archaelogists. I'll leave it to others to provide more scholarly information about the rest of Europe, but whoever those people were, they, not the Celts, built the stone circles.