Manchester is a large city in northern England, although it happens to have a specific name in Welsh as well. In the past, it used to have a quite a large Welsh-speaking community as so many people moved there from Wales to work as the city expanded.
Lots of information about it available on the web.
Lots of places in England near to Wales have their own Welsh names, as do places of historical importance to Wales further afield in Britain.
I don't live in Europe so I've never heard of most of these European names, and often get marked incorrect for spelling the "not in Welsh" versions incorrectly. It's just one random set of letters getting transposed into another random set of letters. :-)
Yes, it's harder for non-Europeans as it's a European language. Learning a language is never just about learning the language though. Think of it as an opportunity to learn something about geography, history and culture at the same time. Languages broaden the mind!