Discussion of the first Europeans at Buildinghistory.org. U4 along with U5 found in hunter gather dig sites.
U5 has been identified as one of the oldest European mtDNA haplogroups. It has actually been found in Mesolithic DNA. Cheddar Man lived about 7,000 BC near Cheddar, England. MtDNA was extracted from a tooth of his by Bryan Sykes, and found to be haplogroup U5.
A wider study found that U5 and U4 predominated among hunter-gatherers in Central and northern Europe. The oldest sampled lived about 13,400 BC at Hohler Fels, in Germany. They carried mtDNA U*. These were early adventurers north, before the last cold attack. U4, U5a, U5a1, U5b1, and U5b2 were found among later hunter-gatherers in Germany, Lithuania, Poland and Russia. At two late Mesolithic sites, where people were determindly clinging to the forager way of life as farming spread across the land, U5, U5a were still present along with the related haplogroup K. Mixed with it though at Ostorf in Germany were signs of contact with farming neighbours: mtDNA J and T2e.
Today mtDNA haplogroup U5 is widely spread over Europe, though comparatively thinly outside the far north - at a level of about 7% of the population. Some rarer mtDNA subgroups of U also arose long before the last glacial, while others such as V and H were born as the ice gradually eased its grip. So we can picture a handful of women with these haplogroups, who sought refuge from a worsening climate in southern Europe and had daughters, who had daughters and so on, until finally their descendants were released from their climatic captivity and spread out across Europe.