I don't actually know what they did wear, but they did not wear kilts. The kilt was a tradition invented in the 17th through 19th c., the product of an early modern assertion of "Scottish" identity and nationhood. As Hugh Trevor-Roper describes it, in the early 18th c., the Scots had begun to break with the Irish Celtic culture to which they'd long been subservient, reclaiming it as Scottish, "culminating in the insolent claim that Scotland--Celtic Scotland--was the 'mother nation' and Ireland the cultural dependency." (1) Along with this cultural break, the Scots began to create new 'Highland' traditions which they asserted as ancient, and which they then exported to 'Lowland' Scotland in a nationalistic enterprise. The kilt was simply one of these new traditions developed as part of the process

(1) Hugh Trevor-Roper, "The Invention of Tradition: The Highland Tradition of Scotland" in The Invention of Tradition, ed. Eric Hobsbawm and Terence Ranger (Cambridge University Press)