Who are gypsies and where are they from?

Who are gypsies and where are they from? Who are these people? Do they have their own country? When we used to live in Ukraine they would always come and ask for some money and other things. Always asking to perform some magic tricks and tell you your fortune. One of them stoled money from my dad that he earned for whole month. They asked our neightbors if they need bicycles and our neighbors said no they were fine, so they stoled them LOL. Why do they do things like that? Why they always seem to be traveling? I am not stereotyping people its just all that I heard and saw. I know they can sing good though.