Here my opinion on what to do in the first few turns of the Scottish Campaign

Expansion
Gather a small army and attack york immediately, leaving inverness and dublin well alone. One you have done this attack Inverness, and then Dublin. By now the English will have taken Caenervon, which is good as the majority of there soldiers will be there. Next attack Nottingham, dont release or ransom any of the captured men, no matter how much england are willing to pay, execute them all so there is even less resistance. Then you should attack london as quickly as possible, as caenervon will be a small castle, not producing anything good yet. Once you have london, attack caenervon as quickly as possible, kicking england out of england for good. Then you should probably take oslo, and fight the danes, or take rennes before england can get it and destroy england.

Trade and Economy
As Scotland is not joined to the rest of Europe, you should either get a diplomat over there as soon as possible, or begin to make your villages produce high income.

Navies
Compared to England, the Scottish Navies are bad. Either build them up, or use them only rarely and keep them in secluded areas where the english cannot get to them.

Units
Compared to other factions, Scotland field the largest variety of heavy infantry in the game, which can make it incredibly easy towards the start of the game, where the AI only use spearmen and light infantry. Later on, the Scottish nobles are decent, aswell as dismounted feudal knights if you can get them earlier on.

Well thats what i think i would do if i as Scotland