I have to agree with the idea of going slow, just don't let it sneak up on her though. Like others have said, get her to go along to some highland games, give her some exposure (for lack of a better term) to mass kiltage and it may do quite a bit towards relaxing some of those fears she has.

My own self-conscious fears were laid to rest by the combination of living in a city where kilt-wearing is not entirely uncommon and having a wife who wants me to wear kilts.