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It can be a long-drawn-out process, trying to find ancestors - but here's the best method.
You need to start with your parents' generation, then your grandparents - and so on, until you find the first immigrant. With luck, you may then find that person's details either through immigration records or passenger records, which will at least let you know from WHERE in the UK your ancestor(s) sailed. Doesn't mean that if that was Liverpool, they weren't from Scotland, just that people often travelled in groups, from the port where the next sailings were to take place!
When you have that info, you might be able to trace the family back to where it originated - and then you could find out via Old Parish Records if the line goes back any further. Try the GRO of Scotland's site (Scotlandspeople.gov.uk) - they keep all the old parish records and although the service is not free, it is not too expensive if you marshall all your questions before going on the site!
Good luck with your research.
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Please do not assume that any underlined links in my posts are MY recommendations. They are not. It is this American site taking advantage of members' posts about Scotland to boost their advertising revenue.
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