secretdream - Since you have a Nook and and want to use epub files, this question may have been answered more fully in the epub forum here.
Briefly though, it seems that the Nook doesn't have a full Unicode font in it (Neither do the Sony readers, nor most of the ADE derived ereaders). What you will need to do is add (or embed, the word most often used) a font file (or set of files if you want bold and italic and bold-italic characters) into your epub file. That is covered in various threads in the epub forum, as well as in many of the documents about creating epub files.
By the way, ignore any mention of character set encodings - that's a mobi thing. Epub requires Unicode, and most ereaders seem to like UTF-8.
And welcome to MobileRead!
If you have more questions, raise them in the Epub forum. We have some really good people there. (Well, here too, but that's where the epub experts hang out.)