First to the rabble.

The Celtic Games is a perfect place to start wearing the kilt. There will be many just like you who are venturing out for the first time kilted so you won't need to feel at all out of place. A good pair of kilt hose and flashes will help to ease your mind about the colour of your legs. Trust me, no one will notice that your legs are not completely tanned, and as others have said the more you wear your kilt out the more tan your legs will become. I'd suggest if you have not got one yet to get an inexpensive sporran and belt. As Scot Jock said wear your kilt in a pretty traditional manner until you get used to it. This helped me to get used to the kilt as an article of clothing to be proud of and put out the thoughts of "costume" from anyone else's mind. Most of all, walk tall, have self confidence, and remember to smile and have a great time!