Personally I would have to say one of, if not THE most interesting Scot in our history has to be James IV, he had an absolutely crazy life.
He fought against and killed his own father during a civil war and felt so guilty about it he wore an incredibly heavy iron belt for the rest of his life as punishment. He also oversaw and conducted a bunch of experiments too, such as having a mute woman raise two children on an isolated island to see if language was learned or naturally coded into us from birth, AND was pals with an Italian guy who attempted to fly off of Stirling Castle.
Do you have anyone from your country's history that you find particularly interesting?