It might not be that warm in Scotland, but it is under a kilt. If you've got eight yards of 13-ounce fabric wrapped around you, the last thing you're going to be is cold. If anything, you'll be too warm. The only bit of you that's likely to feel cold at all is your knees. I've been out in my kilt, socks and a shirt in the middle of winter with snow on the ground and not felt cold.

Off on a slight tangent, it's even warmer when the kilt is wet. Wool is about the only fabric that has better insulating qualities when wet than it does when dry. OK, it weighs twice as much, but that helps build up your leg muscles.