Simply put, the Stone Age stretches from the first documented use of stone tools by human ancestors to the advent of bronze metallurgy (the Bronze Age). To date, the earliest evidence of stone tool use has been found in the East African Rift Valley, where Australopithicines were using them by 3.4 million years ago (during the Pliocene Period). Throughout the Pleistocene and into the Holocene, the diversity and sophistication of these tools gradually increased; humans (Homo sapiens) would not evolve until 130,000 years ago, late in the Pleistocene Epoch.
While anthropologists divide the Stone Age into Paleolithic, Mesolithic and Neolithic Periods, that exercise is rather academic for the non-professional students of human history. In general, the onset of the Mesolithic Period coincides with the first evidence of permanent human settlements while the Neolithic includes the early domestication of animals and the cultivation of plants. The end of the Stone Age (the beginning of the Bronze Age) occurred about 6000 years ago in the Middle East and Northern Africa but would not occur until 4000 years ago in Europe and somewhat later in the Americas; in Australia, the Stone Age persisted until the arrival of European explorers.
Clearly, efforts to define periods of human history are complicated by the uneven advancement of human culture across the globe. Nevertheless, all students of anthropology must concur that the Stone Age began more than 3.2 million years before the appearance of humans and accounts for more than 95% of our history.