I read a Hungarian history/mythology book when I was in Budapest for a semester abroad, but it was 10 years ago. I'll see what I remember:
The Hungarians (Magyars) are ethnically cousins of the Huns and were, like the Huns, considered barbarian invaders by most of the native Europeans. The Magyars arrived in Europe much later than the Huns, during the Middle Ages rather than Roman Empire. The Magyar creation myth has the Huns and Magyars descending from two brothers Hunor and Magor (sp?), but I don't remember the details, sadly.
The Magyars, after riding around and pillaging Europe for a while, eventually settled in the plains of what is now Hungary and the Carpathian mountains (Transylvania in modern Romania). The 2nd or 3rd king of the Magyars after they settled converted to Catholicism, took the name Istvan (Stephen), and eventually got sainted (and the patron saint of Hungary). The cathedral in Budapest that bears his name has his preserved hand as a relic. The legend is that he made some treaty, which had to be signed by "the hand of the king" a year later. Well, he died in the meantime, so the court dug up his hand for the signing ceremony.
Other things: Budapest, particularly the Obuda neighborhood, is built on an old Roman settlement, which was built there for the hot springs and baths (which are still quite famous). The castle district (which houses a nice art museum and city history museum) is on a hill with a wall built in. The wall is called the Halaszbastya ("Fisherman's wall") after a group of fishermen defended Buda from some invaders (probably Ottoman Turks, in which case the victory wasn't all that long-lived). And, of course, Buda and Pest were two separate cities on opposite sides of the Danube. There wasn't even a bridge connecting them until almost 1900, IIRC.
Have fun there! Those are all beautiful cities!
