I do not know about this period.
Why is Germanic different from Celtic? Wasn't the Germanic group once part of the Celtic group?
Well, no, actually, not ever. There's a very large language group called Indo-European. Long ago it was called Indo-Iranian, because the three "core" ancient languages were Sanskrit, Persian, and Greek. Most modern Western European languages (most, not all) descend from one of these languages. The assumption, and it's pretty much taken as true, is that all three of these languages, Persian, Sanskrit, and Greek (and a couple others, like Hittite and of course Latin) share a common-no-longer-extant ancestor language called Proto Indo-European.
Germanic is one huge branch in the Indo-European family tree of languages; Romance is another, and Celtic is a third (there are other branches). You can read more about the relationships of the Celtic languages
here.
And surely sword arm/shield arm was common to most fighting tribes?
Well, no. For one thing, several of those early groups, including the Celts, liked to fight on horseback. The Celts also had a thing for chariots. Other related groups, like the Tocharians, used cavalry archers almost exclusively, and then spears and javelins for close fighting on horseback.
Of that early period 2? or 3? Bog bodies found in Denmark were pressed down under hurdles, one found with a severed head. I don't think they found what might be a volunteer except is there some question about the Festival of Nerthus?
You need to read
this.
And Celts were all over in different groups so did they start out as one group and grow and separate?
I'm compressing several thousands of years of history here.
We think that there was a group who spoke a Celtic language associated with the Hallstatt and Le Tène cultures. There are two basic "facts" that most will agree to. First, that the Celts appear to have emerged in Eastern Europe sometime between the 8th to 6th century B. C.E. in Europe's Early Iron Age and are closely associated with the "Hallstatt culture." Subsequently, the same peoples, roughly, appear to have evolved into the La Tène culture of the Late Iron Age, from roughly 450 B. C. E. to the era of Roman conquest in the 1st century C.E. The La Tène culture didn't break away or invade or other wise dramatically differentiate itself from Hallstatt, other than in changes in technology and art. Rather, it appears to have been a natural evolution, as the peoples spread from Eastern France, Switzerland, Austria, southern Germany, the Czech Republic, and Eastern Slavic speaking Europe, right through Hungary. There was a considerable amount of cultural interaction during this era with Etruscan, Greek, and Roman cultures. Eventually those proto Celtic speakers began to differentiate themselves into related but separate languages; there's a big bunch of dead Continental Celtic languages, usually lumped together as Gaulish, then the two groups of extant living Celtic languages, Brythonic (Welsh and Cornish, and Breton) and Goidelic (Irish and Scottish Gaelic, and Manx).
What is documented is by Romans right? So what other sources do we have?
A lot actually; thousands of inscriptions on stone and metal in Europe in the dead Continental languages; most of these are short inscriptions, prayers, curses and generally lumped together as curse tablets. There's enough data that I can think of four or five scholars who specialized in these curse tablets, all but one of whom are in Europe. Two names to start with are Joseph Eska and Bernard Mees.
There are also inscriptions in Britain and Ireland in ogham, which is post-Roman and Greek contact, but pre-Christian. And there are thousands of texts in mss. in Irish from before 1200, many of them in language that predates the tenth century and that is pretty clearly not Christian.
The Latin and Greek materials are actually useful, and interesting, and not always easily dismissed as biased, since they frequently are supported by archaeological data.
Moreover, we have post Christian glosses from monks where they make their feelings pretty clear about their current state of mind, often obscenely. This shows patterns of linguistic continuity, of the same sort we see in Latin and English, and French, in terms of forbidden, sacred, and privileged language use.