You could change the names through the theme but only as long as you don't use widgets. If you go into Admin >> Appearances >> Editor >> left_sidebar.php
and also right_sidebar.php
, you can change them there. But as I said, that only works if you use those default sidebars. The widgets are controlled by the WordPress software.
Have you checked to see if WordPress comes in your language? Or if there might be translation files for you? Check out the Codex
and see if that might help more.