Right now (since there is no Bulgarian name set) any players from Bulgaria would use mostly Romanian with some Albanian names (which I think is inaccurate, Bulgarian names are much more similar to Russian names)...but you could add a Bulgarian name set which could be as accurate as you wanted. So, take a look at this list:
What do the nation values for namesets?
and decide which set you can do without and replace it. I'm sure there is a good thread on modifying the names files somewhere. Of course, back up your originals so you can always get you default name sets back. When your done modifying the names.txt and firstnames.txt files, go to the nations.txt file and change Bulgaria to use your added set. Good info on the nations.txt file here:
Nations.txt
Don't worry about the cities.txt file! All cities and towns in Bulgaria are already in there and will work fine without any editing.