The name of Cappadocia first appears in a list of Satrapies of the Achaemenids under Darius I. There is not much information about the Cappadocian people but there are indirect evidence from Greek sources that Cappadocians originated from northern Pontic regions before invading Asia Minor indicating that Cappadocians were descendants of Kimmerians after they were defeated by the Lydian king Alyattes II. in the mid. seventh century BC.
Cappadocia was also called 'Gamirk', which was name of the Kimmerian region in the land of Manna, south of the lake Urmia. This name is still in use as Gawirk (<Gamirk cf. common Kurdish w<m sound change) by the native Kurds, for a relatively vast area located among the modern cities of Bukan, Saqez, Sardasht and Mahabad in eastern Kurdistan.
Cimmerians or actually Kimmerians were a major branch of the Eurasian Scythians. Their name may have originally derived from the proto-Iranian /*gmira/, ''mobile unites, nomadic groups''.
A Kimmerian origin for the Cappadocians is also affirmed by the existence of a handful of the Hittite loanwords in Modern Kurdish. Cappadocia was the area in central Anatolia, where the Hittite language was spoken centuries earlier.
Further Reading (In Russian).