So if you have AoI, here's what you'd have to change:
1) there are no Bharata Kingdoms. The only human territories that already exist are the area known as the Bahlika kingdoms. Most of these consist only tribal nomads and very small and extremely primitive villages, not yet in the Bronze age.
Pushkalavati is already a city, and old by human standards, currently at its peak.
The Naga cities of Anantanaga and Takshasila would already exist, but even the Nagas would be relatively more primitive in this time. On the other hand, the Pishacha kingdom in the north would be less degenerate than it is at the dawn of the Heroic Age.
The Island of Dwaraka would also already have a very small community of humans.
There would also be a few cities in this region which would not even exist by the time of the heroic age, being completely abandoned (and even the ruins long since having been devoured by the dust) by the time of the heroic age thousands of years in the future. Cities like Harappa, and Mohenjo Daro, which are both on the Sindhu river (the river's course being different at this time than thousands of years later), rival Pushkalavati for significance among the free humans. Likewise, on the Anarta peninsula, the ancient city of Lothal, which at this this time eclipses the Dwaraka community in prominence (as indeed Dwaraka is only a colony of Lothal). It too would later be completely abandoned as its inhabitants move to the safer island in the second age, leaving the peninsular city to be entirely reclaimed by the swamp. But in this time, Lothal is one of the most sophisticated human cities in existence; being the first humans to master the sea, and engaging in trade for beads, rice, cotton and gems with the human tribes to the north and the demonic Asura Empires to the south. They had developed canals and baths, the oldest dockyards ever built by human hands, a market, an area, a sewer system, and an industrial area with forges and production centers for trade goods.
2) The free human kingdoms are technically vassals of the mighty Flying Cities of the Asura Demon Emperors. All the world is ruled by this Empire, including a number of allied Vassal provinces of Asura demons on land. The empire has ruled over the world for ten thousand years, and the efforts of the Gods to oppose them have met with limited success. The Asura Emperor is named Tarakasura, and his sons Tarakaksha, Vidyunmali, and Kamalashka each rule one of these floating cities. They are among the most powerful Asura demons who existed (the Demon King Ravana, for comparison, is only one of their vassals). The floating cities are marvels of magical technology and architecture, and were built by the Demon-Architect Mayasura. He used powerful magic to ensure that the cities were completely indestructible, unless a single arrow could somehow pierce all three. The cities float in separate patterns, rarely coming close to each other; all over the lands of Jagat, where these Demon Princes oversee all the kingdoms of the world as literal overlords, collecting tribute and slaves from the helpless beings below.
3) None of the other cities of the Bharata Kingdoms exist. All the lands of Kuru, Panchala, Kosala, Matsya, Kunti, etc. are populated by stone-age human tribes. All of the major northern forests and jungles are larger and thicker than in the heroic age: the Khandava jungle has a bronze-age Naga kingdom; the Madhu forest features a small but important Asura Kingdom. The Dwaita Jungle features a Gandharvan Kingdom (Gandharva Teertha, which is larger in scope than in the heroic age), where the gods themselves frequently reside on earth; it is the battle-front for the war against the Asura Empire. The area where the Maghadan empire would be is in this time a patchwork quilt of Asura Kingdoms; and the whole of the Dandaka Jungle is ruled by very powerful Asura Kingdoms, including the territories of the powerful Ravana in the island of Lanka, to the south.
The area now known as the Desert of Thar is in this time a fertile land surrounding an inland sea (the sea of Lavanasagara); it is the home of a very powerful vassal kingdom of the Asura Empire, run by Asuras and populated by Rakshasa and Asura-worshiping humans.
4) The technological level is generally lower than in the heroic age. There are no steel weapons; and in human lands bronze weapons and armor can only be obtained in the largest cities. In the non-human kingdoms (Naga, Asura, Gandharva, etc.) the technological level varies considerably; steel does not exist anywhere, but bronze is common to the Naga and iron to most Asura lands. The human lands have relatively little in terms of magic items, but all the non-human lands are loaded with magic (in comparison to the heroic age); its not uncommon at all for even lower-status Asura or Rakshasa of the important vassal states to have magic weapons or armor, and much magic is used as a substitute for 'high-tech'. The armies of the Asuran Empire come and go from the flying cities using Vimana flying chariots, for example.
5) Religion: many of the gods listed in Arrows of Indra don't exist yet. Only the "old gods", the river goddesses, Vishnu and Laxshmi currently exist. Vishnu has replaced Indra as chief among the gods, only recently by divine standards (about 1000 years), by intervening to defeat an important invasion from the Asuran Empire onto the divine realms themselves. This was an important victory for the gods, who had been fighting a losing war with the Asuras for the last ten millennia. They had managed now to push the threat back down to Jagat (the world), but the war has since been stuck in stalemate once again. Now the Gods have decided on a new strategy by which to triumph: through the most powerful of divine magics, the supreme creator-god Brahma will transform the age by placing a shard of his pure divine essence into human form, the first Avatara: Shiva. It is he who will be destined to form a rag-tag army of wild men and monstrous gunas, make war against all the demon kingdoms, and shoot down the three demon cities on the one minute in a millennium that the orbit of the three cities aligns in the sky (making such a shot possible, however incredible).
Most humans of this age live as either slaves or willing citizens in Asura kingdoms; and worship the Asuras. The free humans worship the old gods, and the river goddesses. In particular, Indra is still venerated by Kings and Chiefs as well as by barbarian tribes. In Lothal, the principle deities are Agni (there are fire-shrines all over the city), as well as Varuna the sea-god (sea trade being the source of their prosperity) and his consort Vanuvati (venerated as a great mother-goddess).
I'm sure there'd be other stuff to cover, but I hope that gives you a glimpse of how you could run a game set tens of thousands of years earlier than Arrows of Indra's default setting.
Currently Smoking: Lorenzetti Solitario Volcano + H&H's Beverwyck
(Originally posted March 18, 2014