For a reasonable explanation of links between Xiong Nu (called Hun-Nu in Mongolia) I recommend reading 'Attila-the barbarian who threatened Rome' by John Man, it sheds much light.
I must take issue with the comments about Hun bows. Burial finds of Xiong Nu and Huns reveal almost identical weapons. This is not true of other steppe peoples of the time. A talk with horse archer Kassai Lajos will confirm this.
Also, the Xiong Nu were not totally pastoral nomad, during their era of 1st Century until their downfall they had many large towns and were also a highly cultured nation.
As for exact origin of Huns, there is only speculation, there is no hard evidence. One thing that is almost certain is that they became very mixed as has been suggested. Watchman has given the clearest account.