Well the traditional explanation is that they are derived from the same Celtic root, since Celtic languages were once widespread through Europe. Compare also Gaul (Gallia), the Roman name for what is now France; Galatia in modern Turkey and the Gaelic (Celtic) languages in the British Isles. However while this seems true of Spanish Galicia (from Latin Gallaecia), this etymology of the eastern European one has been questioned, and proposed to have a Slavic origin instead. So it is possible that it is only a coincidence after all.