To add to readerofbooks' response, another challenge historians face when going past the earliest recorded histories is the complete and utter lack of written records.
Why is this such a problem? Historians cannot trace the languages used, the political and cultural norms, and the daily life movements of early people groups who pre-date, for example, the Sumerians and Akkadians of the Tigris-Euphrates River Valley. Likewise, although there is plenty of archaeological evidence concerning agriculture in the Andes mountains dating back nearly 15,000 years, historians are as baffled about the lives of early Andean people groups as they are about the first Andean languages. The best we can do is guess, unless something comes up that can give a historical account.
There are many challenges that historians face when they study the prehistoric era.
First, there is the issue of time. The further something is away from our time, the harder it is to study. There are no eye-witnesses or even second hand accounts. Moreover, there is also the possibility of distortion.
Second, when it comes to pre-history, the time distance is so far away that we cannot even meaningfully talk about history. Moreover, the very little data that we have has to be interpreted. And there is no telling whether our interpretation is correct or not. For instance, is an artifact a piece of garbage, something prized, a weapon, or something else? It is hard to say. This is why no two scholars agree.
Finally, there is always the bias of the one who studies.