Hi Ryan, welcome to the forums.

Your question is a good one, but the answer isn't as simple as you hoped it would be.  If you want your B737 to be identified as "Easy 139" (for example), you'll first have to edit the aircraft.cfg file and fix the following lines to read:

atc_airline=Easy
atc_flight_number=139

Unfortunately, that still won't finish the job for you because "Easy" is not in the FS2002 voice file.  The only way to modify the FS2002 voice file is to run a freeware program called EditVoicepack (EVP).  The EVP website is at http://www.editvoicepack.com/. ; Be sure to read the material at the website to get a better feel for how the program operates.  I think the version you want is EditVoicepack 2.2.

After downloading EVP, run the program.  Be patient, as it takes some time to get itself ready to go.  The first thing you'll want to do is click on the File menu and select "Update Voicepack".  This will take you online to automatically download the modified voice file with all of the added names (such as Easy).  That should be all you need to take care of your "Easy" problem.  Assuming my memory is correct.

Later, you can use EVP to create new callsigns and aircraft types and models.  But, that's more than you want to do today.

Let us know if any of this was helpful.  If not, keep asking until one of us gets it right.

Regards,
JerryH