Scotland gets its name from the Scots, or Scotti who first arrived
in Argyll in the late 3rd to mid 4th centuries AD. It was not until
about 500AD that they built up a sizeable colony though. The Scots
spoke Irish, not Scots. Scots is a Germanic language like English,
described later. "Scotti" is what the Romans called them. We don't
know what they called themselves!
Some info on the Romans is available at
http://www.electricscotland.com/history/genhist/