About 400AD, St Ninian began the first large-scale Christian mission to Scotland from Whithorn in the far south-west, converting many Pictish people to the new faith, long before Scotland was a single country.

Iona Abbey, on the Island of Iona - credited as the birthplace of Christianity in Scotland.
The great heroic figure of the early story is St Columba, the Irish prince-in-exile who crossed to the island of Iona off the west coast of Scotland in the fifth century.

He established a community of monks who spread the Gospel far and wide through Scotland and the north of England.

http://www.churchofscotland.org.uk/servingscotland/background1.htm