You've had a lot of great responses so far. I'll add that I wouldn't necessarily expect your skin color to dictate what your heritage and ancestry might be. I know plenty of darker-skinned people, of all races and ethnicities, with some ancestors Caucasian, and just because you might not guess by looking at them doesn't mean it isn't so. Anyone who wants to ASSume... well...
It probably mostly depends on who you meet. Some won't mind you wearing a kilt if not Scottish. Some will not mind as long as you wear non-clan tartans (and I'm surprised no one has suggested the XMarks tartan to you yet!). And some will be offended that you would dare wear a kilt. Be prepared, though, that you might get members of the public who will ask if you're Scottish, and act disappointed if you say no (some people are really into the "romance" of it all). 
It happens to everyone.
Here's tae us - / Wha's like us - / Damn few - / And they're a' deid - /
Mair's the pity!
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