Central Asia is most notable for being home to the 'stans': Rugged countries with limited arable land, historically coveted for their position between Europe and East Asia, rather than for their resources (although petroleum and natural gas reserves in the region are becoming more and more important). They are home to generally poor, primarily Muslim, historically nomadic, mostly Turkic-speaking peoples (the exception is Tajikistan). All but Afghanistan, (which is sometimes categorized separately for this and other reasons) are former Soviet republics that so far have retained authoritarian, secular governments.
Due to culture and history, Iran, Mongolia, Western China (Inner Mongolia, Tibet, Xinjiang, Gansu, Qinghai, western Sichuan and northwestern Yunnan), parts of Russia (Buryatia, Tatarstan, Bashkortostan, Tuva, Altai, Khakassia) and parts of India and Pakistan are often also included.
Central Asia is an area that was, until recently, inaccessible for independent travellers. That has all changed, although the traveller will still often come up against a wall of Soviet-style bureaucracy. Despite this, Central Asia is increasing in popularity amongst travellers who want to experience one of the world's last great frontier lands.
Historically and geographically diverse, Central Asia is an interesting region. As a bridge between Europe and Asia, the region was the home of the Silk Road, the ancient trading route between the two continents in the first centuries of the common era. The following millennia saw much upheaval and conflict, from the expansion of Islam, the period of Mongol domination and the 'Great Game' between imperial Britain and imperial Russia in the 19th century.
After a traumatic break-up from the USSR, Some Central Asian countries are beginning to find their feet and offer good travelling options. There are parts of Central Asia that will have hardly seen a traveller before, and there are many wild and beautiful landscapes to be explored. That is not to say the region is bereft of problems, chiefly a lack of infrastructure and stifling bureaucracy.
Understand that self-identification is an especially touchy issue in Central Asia, more so than most of Europe. Parts of China (Notably Inner Mongolia, Tibet and Xinjiang) have a native population that has in many instances advocated for secession from China. Often they emphasise their Central Asian identity, something not well-understood by outsiders. For example, Mongolians and Buryats tend to emphasise their historical ties with the Turkic Muslims to the west (despite being Mongolic Buddhists of the Tibetan Rite) and are offended by being compared to the Chinese, and some even call themselves Europeans (by virtue of Russian influence).
This situation is not unique to Mongolic peoples; Tibetans are well known in the West for their disdain for China and any ties they may have to it. Many people in Tatarstan and Xinjiang, among other places, would emphasise their Turkicness over any connection to China or Russia.
The problem goes the other way as well. Many ethnic Chinese are quick to point out that the Manchu Empire included parts of Central Asia, including land no longer controlled by the Chinese.
All in all, Central Asian identity is greatly shaped by their nomadic nature. From Kyrgyz to Tibetans, a history of tribal politics have left Central Asia at once totally isolated from the outside world, and intimately connected to whoever conquered them.
Corruption is an issue in most Central Asian countries. Countries such as Kazakhstan are fighting corruption heavily.
Most of Central Asia (especially by the Soviet definition) speaks some Turkic language. The Turkic languages are a very broad group, and while some are mutually intelligible (depending on your level of proficiency), many are not. For those willing to take a stab at the language(s) of the great Turkic horde, a good place to start would be here.
Mongolic languages (while arguably related to Turkic ones) are not comprehensible to the speaker of any Turkic language. These are scattered across the continent, from Mongolia, to Inner Mongolia (in China), to Buryatia and Kalmykia (in Russia).
Iranic languages are thankfully related to English, albeit distantly. They are spoken in some parts of China, as well as by the majority in Tajikistan, Iran and Afghanistan, and by a large minority in Uzbekistan.
A working knowledge of Russian will be extremely useful in most regions described as Central Asian, since majority of this area was once part of the Soviet Union.
As mentioned above, the definition of "Central Asia" can be controversial. One reason why the one used on this page is useful, however, is visas.
All Central Asian countries except for Kyrgyzstan require visas for a lot of countries, and the difficulty of getting them may range from a minor hassle to virtually impossible if not on a tour or with a guide. Before issuing a visa, some countries will require a letter of invitation, often best obtained via a specialist travel agency. Some hotels will issue letters of invitation for confirmed reservations. Some nationalities may be excluded from the requirement to have one at all. Start working on your visas well in advance, as it may take weeks for the gears of bureaucracy to grind through your application, and make sure you comply with any local police/bureaucracy registration requirements after you've arrived.
The hub for the region is Tashkent, Uzbekistan, which has the most flights to destinations outside Central Asia. Unfortunately the airport also has a reputation for being unpleasant, and it is best to avoid flights which arrive here late at night.
To arrive in other Central Asia cities will generally require a transfer in one of these hubs.
There is a line from Urumqi, China to Almaty, but the bus is quicker. An interesting option is the challenging crossing from Kashgar, China to Kyrgyzstan through the Torugart Pass. This was a major link on the old Silk Road.
Travelling to different areas of Pakistan is quite easy by train, bus or taxi. The route from there into Afghanistan via the Khyber Pass is not currently safe. The Karakoram Highway North into China is challenging but possible. It gets you to Kashgar; from there routes to Central Asia are either difficult (West to Bishkek) or long (swing North to Urumqi and then Almaty).
Getting between Central Asian countries is tricky. Until recently, it was practically impossible to get into Türkmenistan. Get as many visas as you can before you leave. If not, make sure you're "stationed" in one and have time to deal with the bureaucracy at each embassy before you go.
The whole region is filled with steppes and mountains. Beautiful scenery that has served as the backdrop for a half-dozen empires. Most tourists to the region arrive in the capital and immediately book a tour of the mountains or countryside (especially in Kyrgyzstan).
The further south you are, the more flavourful the cuisine is. Afghanistan and Tajikistan have far different cuisine than the Mongolic or Turkic cuisines, which are mostly hearty, spice-free, meaty fare.
All Central Asian countries are heavily carnivorous. There are local vegetarians in all Central Asian countries (even Afghanistan) but they are in the minority. This means while you can go without meat and survive, you will attract odd looks.
With the notable exception of fanatical Afghanistan and northern Pakistan (where hashish smoking dominates), Central Asia is dominated by drinkers. Where Russian imperialists met little success attracting Muslim Turkic and Persian subjects to Christianity, vodka missionary efforts enjoyed a wildly successful conversion rate. The post-Soviet states are just as filled with liquor just as Buddhist Tibet and Mongolia are. Don't blame/thank the Russians for the drinking culture, though—fermented mare's milk (kumis) was popular long before they defeated the old khanates, and continues to be a popular drink among non-Russians and tourists, after working up liquid courage a la vodka. The non-alcoholic drink of choice is always tea, naturally.
Nightlife follows national patterns in drinking (there are not too many discotheques in Kandahar). While Central Asia is not the world's number one destination for clubbing, the Russophone party culture ensures a good time in places like Bishkek, Almaty, and Tashkent.
Safety in Central Asia is a complex issue. While Afghanistan is famous for the possibility of kidnappings, riots and Taliban resurgence, most other Central Asian countries risk riots after years of autocratic or near-autocratic government. Tibet and Xinjiang were engulfed by riots in 2008 and 2009, respectively, while Kyrgyzstan suffered through a violent revolution in 2010.
This is not to say that the entire region is a death trap. Most of the time, most of the region is peaceful. But even then you have some concerns. Most likely for the tourist is having one's pocket picked. See each individual country for a more complete summary.