Humans first gained control of fire somewhere between 200,000 and 1.7 million years ago. But whenever they harnessed fire, they didn't take it with them to frigid northern Europe, where they shivered without fire for over 600,000 years.
The current scientific consensus is that humans did indeed know how to make fire when they first migrated to the cold expanses of Europe roughly a million years ago. But that knowledge isn't reflected at all in any archaeological sites older than about 350,000 years, meaning they spent a ton of time making do without fire.
Archaeologically speaking, there are a bunch of telltale signs that fire should leave behind, such as charcoal remnants or charred bones. But there's a shocking shortage of such evidence for the first 600,000 years of human habitation of Europe.
Now, it's possible we just happen to have stumbled on sites where such artifacts were not well-preserved - as a legendary archaeological axiom states, absence of evidence is not evidence of absence - but it does appear humans managed without any real control over fire for hundreds of thousands of years. If humans really did endure the cold of northern Europe without fire for 600,000 years, then they're either a lot braver than we thought...or a lot more foolish.