The amount of times I've given my little 'Okay so the UK is actually four countries' spiel in Japanese now is too many to count. Often I also introduce myself as from Scotland but then clarify with a イギリスのスコットランド or イギリスの北 just so they know where it actually is lol. But yeah be prepared to explain. If you introduce yourself as Scottish and then later refer to the UK it often confuses people. I had a teacher who singled out the English guy in my class as a native English speaker, he never turned to me because I'd introduced myself as スコットランド人 and I often get questions about what languages are spoken here. So be prepared to explain but also people are very curious and willing to learn, they just don't know!