My understanding is that Bulgarians migrated from Central Asia into what is basically Ukraine, then later they migrated south into modern Bulgaria. Where along this route did they lose their Turkic identity?
To potential answerers: Please remember that answers are supposed to be in-depth, comprehensive, and most importantly, not factually incorrect.
This is a highly debated topic. Think of it as the Bulgarian version of Godwin's Law - "As an online discussion grows longer, the probability of debating Bulgarian origin approaches 1."
The short answer to your question is - nobody knows.
Place of origin - unknown. Central Asia for sure, somewhere to the East of the Caspian Sea.
Cultural character - unknown. Eurasian nomadic with some notable differences.
Ethnicity - unknown.
Language - not successfully translated yet.
Religion - unknown, but evidence suggests multiple religious systems may have been practised.
Genetics - I actually stumbled upon this in Reddit recently: https://www.reddit.com/r/bulgaria/comments/3bqtwj/proto_bulgarians_ancient_dna_study_will_it_settle/
Unfortunately, historical research has been politicized for the past 75 years, adding to it a lot of confusion.
If you wish, I can check for any good papers published in English on this topic. As for why Bulgarians are Slavic today - this is a whole different discussion which revolves around the state policy of the First Bulgarian Empire regarding both internal and external power struggles before and after switching the state language from Greek to Old Bulgarian (i.e. Old Church Slavonic).