It might be the case that the device doesn't support a compatible Bluetooth profile. I would expect the phone to automatically display a suitable keyboard, but I've not personally come across a Bluetooth device that required an alpha numeric pin (possibly due to manufacturers wanting compatibility with the widest range of devices).
The supported level of Bluetooth with Windows Phone 8.0 is Bluetooth 3.1, according to the Microsoft website:
Windows Phone 8 supports Bluetooth 3.1. This is an improved version of Bluetooth that automates the pairing process between Windows Phone 8 and Bluetooth devices, such as phone headsets, car audio systems, speaker docks, and NFC pairing.
Here are the Bluetooth user profiles that Windows Phone 8 supports:
- Advanced Audio Distribution Profile (A2DP 1.2)
- Audio/Video Remote Control Profile (AVRCP 1.4)
- Hands Free Profile (HFP 1.5)
- Phone Book Access Profile (PBAP 1.1)
- Object Push Profile (OPP 1.1)
- Out of Band (OOB) and Near Field Communications (NFC)
For a Bluetooth device or accessory to work with your phone, the device needs to use one of the supported profiles.
Windows Phone 8.1, due soon, is reported to support Bluetooth 4 (including the low energy variant)