There is a particular quality to the light in the Eastern Rhodope mountains. Low and lateral in the early morning, it makes the cliff faces reveal themselves slowly. The pale rocks catch it first, then the shadows deepen, and then – if you know where to look, or sometimes even if you do not – you begin to see the niches. Small, dark, precisely cut, they gape from the rock like absences, singly or in their hundreds, as purposeful as punctuation in a language nobody can read.

Who made them, and why, no one can say with any certainty. The rock niches of the Eastern Rhodope are one of the most concentrated and best-preserved examples of ancient stonework in the Balkans, and they remain utterly unexplained.

More than 200 groups of niches have been documented so far, making this stretch of southern Bulgaria – running along the course of the Arda river – uniquely dense with them. Scholars believe they belong to the megalithic heritage of the ancient Thracians, carved sometime in the 2nd or 1st millennium BC. The only archaeological evidence recovered beneath the rocks that bear them is pottery from the 7th and 6th centuries BC. By the 5th century BC the Thracians had stopped making them altogether, just as they stopped creating their enigmatic megaliths – carving rock tombs and building dolmens from huge boulders. What changed at that moment in their culture, no one knows.

Besides niches, the rocks near Zhenda village have preserved remains of old fortifications 

The theories, in the absence of hard evidence, have multiplied impressively. One school of thought holds that the niches served as repositories for the burial urns of cremated Thracians who could not afford the more expensive rock tombs. There is a practical objection: the floors of many niches slope outward at an angle that would make holding anything inside them impossible.

Others argue that adolescent Thracian boys carved them as part of an initiation rite. A third interpretation sees them as star maps or guides to ancient gold mines, while a fourth proposes they are miniature reproductions of dolmens and rock tombs, or of the cave that symbolised the womb of the Great Goddess.

Scholars who favour a religious reading point to the fact that most niches face south or east – consistent with a sun cult – though this theory runs into its own difficulty: a significant number face north or west, including some carved inside caves where sunlight rarely penetrates.

What can be said is that niches appear consistently alongside other features of Thracian rock sanctuaries – altars, stairs, basins and channels cut into stone – suggesting they formed part of some ritual or ceremonial practice.

Rock niches at the village of Dzhanka

An experiment using period-appropriate tools established that carving a single niche takes roughly a day's work. The ones positioned dozens of metres above the ground, were probably made from scaffolding rather than ropes. In certain clusters, the uniformity of shape and dimension is striking enough to suggest a single person at work.

Local tradition has layered its own stories over the scholarly uncertainty. For generations, villagers in the area have called the niches ginavis penceris – a phrase from the local Turkish dialect that translates, improbably, as "Genoese windows." The name likely refers to the trapezoid windows characteristic of Genoese architecture, examples of which can still be seen in Istanbul's Galata district, including the famous tower erected by Genoese merchants in 1348. Whether this name preserves some fragment of older memory or simply reflects a general association between the niches' shape and European-looking fenestration is, naturally, another open question. Other local stories identify them as markers left by a notorious highwayman named Priest Martin to indicate where he buried gold stolen from Ottoman tax collectors.

The four clusters of rock niches most worth visiting offer very different experiences of the same mystery.

The 200 niches near Nochevo village are one of the largest clusters in Bulgaria. They spread for at least 3 km along the Harmanliyska River and are mainly located at heights ranging from 10 to 17 m

One of the most accessible concentrations is at Kovankaya, or Beehive Rock, near the village of Dolno Cherkovishte. There, around 100 niches cover a massive limestone formation right beside the road. The rock's pocked surface does resemble an oversized hive, though local legend attributes the holes not to ancient Thracians but to the hoofprints of a giant's horse.

Situated about 3 km from Ardino town, the Orlovi Skali, or Eagle Rocks, are covered with about 100 trapezoid niches. Most of them are carved into the rock's highest, western, side that is up to 30 m high.

Around are the remains of a Thracian shrine, a net of canals and circles hewn into the rocks where once wine and probably blood were poured to feed or appease the Thracian gods. Archaeologists have not excavated the site yet, but the general notion is that it was created some time in the late 2nd millennium BC and was in use well through Antiquity.

Orlovi Skali is a prominent rock extensively covered with niches, near Ardino

Gluhite Kamani, or Deaf Rocks, is an even more significant site, sitting below the 708-metre peak of Sveta Marina in the highest part of this stretch of the Eastern Rhodope. It takes its name from a supposed absence of echo. Over 450 niches have been counted here, more than anywhere else in Bulgaria, rising up to 20 metres above ground.

The niches are only part of what makes Gluhite Kamani extraordinary. A room carved into the central rock was an early Christian church created over the older pagan shrine. Thirty-three narrow steps climb to a summit where the remains of an ancient altar and a three-by-three-metre cistern still stand. A town once spread out around it – some archaeologists believe it was larger than the better-known site of Perperikon – and was inhabited continuously until at least the 11th or 13th century.

Scores of niches and enigmatic remains of residential and religious activity spanning paganism and early Christianity define Gluhute Kamani rock shrine and city

Every year, according to the most persistent legend, on the night of 6 December, the golden hoard of a buried Thracian king shines from the hilltop. Treasure hunters have been digging here for a very long time, and in doing so have destroyed a substantial portion of the site.

Dazhdovnitsa, west of Kardzhali, offers a rare glimpse of something more concrete. Here, at least, one theory about the niches can be tested against evidence: beneath the niches, archaeologists have found an actual ancient mine. It does not prove that all niches indicate mines, but it is the closest thing to a verifiable connection between the carvings and the world around them.

How did they make them? The niches near Dazhdovnitsa are hewn at precipitous heights

The niches at Dazhdovnitsa are among the most vertiginous anywhere – some are 45 metres above ground, accessible today only with climbing equipment. How they were carved at that height remains, like almost everything else about them, a puzzle.

The Thracians were an ancient people who left monuments of considerable ambition and very little in the way of written explanation. Their rock niches are perhaps the purest expression of that imbalance – present in their hundreds across a single mountain range, clearly deliberate, clearly significant, and utterly silent on the question of what they meant. The last person who could have answered is long gone. What remains is the walk along the riverbanks, the crane of the neck, the squint against the sky, and the uncomfortable pleasure of not knowing.