Welcome to the game!
I must admit I am no expert with regards to the Caledonian Highlander Army (or
CHA) but I've been tempted to start it quite a few times so I can tell you some basic info,
good news:
Claymores are nearly everywhere
bad news: they are mostly on troops that are a bit obsessed with showing the enemy their new shiny claymore
terribad news: tartan is hard to paint
Now, to start I would suggest getting the
CHA starter set, which contains useful troops that form a solid core to start a force, I would also suggest reading this unit breakdown (
http://infinitytheforums.com/forum/index.php?/topic/29371-caledonian-sectoral-in-n3-a-unit-breakdown/) on the official forums because it is quite good and knowing about what each unit does best will probably help you choose a playstile, because unless you want a strong, disciplined firebase claymores can do nearly everything.
Oh, who am I trying to lie to, you've probably already bought Billy the Kid, or William

Wallace as some call him, and you may also have your eye put on the upcoming Galwelgian box, now with famous actor faces and stuff,
you can lie to me but you can't lie to yourself.
It's all fine, they are useful choices, but read the unit breakdown before impulse-buying the rest of the faction or you may find yourself with more Mormaers than you can play

, yes, I know its hard to stop but please, try.