There are two books I'd recommend you. Both are written by major academics in the field. One is written in a much more accessible style than the other, though!

The first is Gilbert Márkus's book Conceiving a Nation: Scotland to AD 900. That's the more accessible (and much shorter, but still very good) one. He looks there at all the kingdoms that went into building what we now call Scotland, including Gaels and Picts but also Northumbria and others. He also gives you a really good look at what sources are available and what inferences scholars have to make based on limited textual evidence supplemented by archaeology.

A much more detailed look at the same topic is James Fraser's From Caledonia to Pictland: Scotland to AD 795. Fraser's book is the gold-standard text right now on this period of Scotland's history. It's also really dense and not always written in the most accessible style. It takes you from the late Roman period to the height of Pictish power in Scotland. If you'd like a really nitty-gritty look at the history here and all the historical figures, this is the one to go with. It is a little bit outdated now on the archaeological front (and Fraser doesn't engage a whole lot with archaeology in general), so you could supplement it with The King in the North: The Pictish Realms of Fortriu and Ce ed. Gordon Noble and Nicholas Evans.