Yunakov is a Turkish-Bulgarian Roma, or "Gypsy." Roma (sometimes spelled "Rroma," due to the rolled "R") is how they refer to themselves, but the Gadje (pronounced "gahd-jay," meaning non-Rom people) call them "Tziganes," "Sinti," "Gitanos," or "Manouches," often with derogatory implications. "Gypsy," the most commonly used term in the United States, is actually a corruption of "Egyptian," indicating from where most Europeans mistakenly thought these dark wanderers came. In fact, the Roma migrated from northern India before the last millennium. Linguistic studies indicate that their language, Romanes, is derived from Sanskrit and has much in common with modern Hindi. There are also striking physical resemblances between the Roma and North Indians, as well as similar caste divisions and cultural taboos.

The Roma probably arrived in Europe during the early 14th century. They survived by working as entertainers, fortune tellers, horse traders, metal workers, and peddlers. They provided an array of indispensable services, and their music was widely admired, but they were classified as outsiders due to their dark complexions, mysterious language, and nomadic way of life. The Roma's lack of any recognized nationality made them easy marks and convenient scapegoats wherever they went. Although they tend to mistrust the written word, tales of enslavement, mutilation, and forced settlement are rife throughout their carefully maintained oral tradition. Reliable sources estimate that 600,000 Roma were massacred in concentration camps during "The Devouring" (their term for the Holocaust). Despite an international mobilization of the tribes and a few decades of representation at the United Nations, persecution of the Roma remains commonplace.

Yunakov grew up in Thrace, in southern Bulgaria. Socialist regimes throughout the Eastern bloc were attempting to eradicate Rom culture via forcible assimilation (or worse) and Bulgaria was no exception. Rom families with Muslim surnames were obliged to change them, and Yunakov said that his was one of those families. "I think we were called the 'Family of Ali,' but this was the Muslim name. We changed it at some point to a Slavic name," he recalled. The Rom people stubbornly clung to their folkways, but their language suffered and was virtually eradicated in some areas. Yunakov experienced this loss first-hand. "I understand Romanes, but don't speak it," he said.

Rom music persisted on the sly, and from his earliest childhood Yunakov was surrounded by music and musicians. He began sitting in with his father's band when he was a young boy. He played the tupan (drum) and the kaval (shepherds' flute) before taking up the clarinet, which was also his father's instrument. "My first influences came from my grandfather, my father and my older brother. My whole clan were musicians." he said. He also did some professional boxing, which is not surprising, given his impressive height and solid physique. "I continued to box even after I finished the army, but I couldn't earn enough money. So, I returned to music."