The first recorded Caledonian was consigned to history for a reason.

Calgacus was chief of the Caledonii in the Scottish Highlands and he headed a resistance force as the Romans worked their way further up Britain. Under Gnaeus Julius Agricola in the early 80s CE, the Roman legions made their way as far north as the river Spey in Moray – a county wedged between Inverness and Aberdeen today.
The Caledonii, understandably, weren’t too happy. They allegedly attacked the Romans’ supply and communication lines, much to the legions’ annoyance, and the invaders only managed to stop them with significant difficulty. 
But the Romans weren’t done with the natives. Around 85 CE, the Caledonii were set to gather on a hill. There were supposed to be about 30,000 of the Scottish Celts meeting on Mons Graupius, which is thought to be Bennachie near Inverurie in Aberdeenshire. The Celts, led by Calgacus, were no match for the seasoned Roman army, though. Their war chariots bumped around on the uneven ground, not getting them off to the best start. The real kicker came when the Romans were reinforced with 2,000 cavalry. According to Tacitus, the Caledonii lost 10,000 men while the Romans only lost 360. Calgacus was one of the survivors but the battle put a damper on Scottish resistance to Roman rule until the 100s CE, when Hadrian’s Wall was built.