You could catch an event at Palace of culture and sports, a stadium in Primorski. If you think Palace of culture and sports is cool, you also might like Ticha Stadium and Spartak stadium, both located nearby.
If you want to see a show while you're in town, try and grab some tickets at Summer Theatre in Primorski. If you enjoy the show and want to see another, Festival centre Varna is just a short walk away.