Interestingly, the "kilt" is actually a relatively modern invention. It would not have been worn in day-to-day life in the Highlands, except for a very short period of time when it became stylish as a work-garment, but would not have been used as a form of daily wear.
A very interesting article on how the Highland "kilt" was invented as an "ancient" tradition can be found in The Invention of Tradition, edited by Hugh Trevor Roper and Eric Hobsbawm.
Trevor Roper examines the construction of the "Highland Scot" identity during the 18th century. Here he examines kilts, tartans, and the supposedly ancient writings of the Highlanders to show that the “Highlander identity” emerged at a particular historical moment, after the conclusion of the 1745 rebellion, as a response to the historical realities of union with England and the destruction of the clans. He writes:
Unknown in 1726, [the kilt] suddenly appeared a few years later; and by 1746 it was sufficiently well-established to be explicitly named in the act of parliament which then forbade the Highland dress. It's inventor was an English Quaker from Lancashire, Thomas Rawlinson.
Trevor-Roper continues to describe how Rawlinson popularized the "felie beg," the small kilt, among his workmen and it soon became something of a fashion statement in Scotland after 1715. He writes: "We may thus conclude that the kilt is a purely modern costume, first designed, and first worn, by an English Quaker industrialist, and that it was bestowed by him on the Highlanders in order not to preserve their traditional way of life but to ease its transformation: to bring them out of the heather and into the factory." He explains that this popularity among working people declined after the '45, and later in the 18th century was taken up by British nobility and the intelligentsia who were interested in its "costly and fanciful" style.
[1] See Chapter 2: The Invention of Tradition: The Highland Tradition of Scotland."
I would like to add that a think pleated kilt is way warmer than you probably imagine and worn with high socks and/or boots they can be quite comfortable in colder weather.