I like to think his first name is Gul. like Darth Vader's was Darth, before it was badly retconned to be the title of every bad guy with a lightsaber.
Actually the term 'Gul' was first used - as a Cardassian rank - on TNG, well before Dukat ever existed as a character. "The Wounded", I believe it was. Although it did feature Marc Alaimo, as a different Gul (Macet, who in the novels is Dukat's cousin).