I would go north to Sofia then east. From Thessaloniki to Sofia you could either take a bus or rent a car. Bus is more economical and easier if you do not like to drive in Europe. The road from Thessaloniki to Sofia is mostly highway, so driving would not be hard. If you drive, you may want to stop for a night in Melnik (right after the Greek/Bulgarian border). The place is beautiful and there are houses with medieval or older wine cellars dug deep in the sandstone cliffs. The Rozhen monastery is nearby. The countryside is beautiful. You need to try to arrange for someone to take you around or read up on the area and make your own way. On the way from Melnik to Sofia, you could also stop at the Rila Monastery. The monastery is spectacular and very important historically. Plan to spend about 2 hours there at least. It is a small detour from the highway to Sofia. If you decide to take the bus to Sofia, you could book a day trip to the Rila Monastery and another - to Plovdiv. Or you could rent a car from Sofia and drive to Plovdiv and other places in Bulgaria. In Sofia for me must see sights are the largo, Alexander Nevski cathedral, the Thracian gold treasures (in the National Archeological Museum) and in the Museum of History in Boyana. Also - the Boyana church. Other towns/places you could visit in Bulgaria - depending on how much time you want to spend and your interests are - Plovdiv, Bachkovo Monastery, The Valley of Roses (rose picking and festivals are there early June)/ the Valley of the Thracian Kings, Turnovo, Nessebar, Varna (its museum has what is probably the oldest processed gold in the world). Getting a guide with a car is ideal. I would avoid trains or out-of-town buses. Hope this helps.