Scotland isn't weak per se, but having a historical powerhouse as you southern neighbor who's primary goal in life is your annexation is certainly an unfavorable start. Best tips for Scotland are to expand into Ireland. If you take all of Ireland save the Pale, you should have double your development, once the provinces are well integrated they offer lots of development with generally no added defensive requirements. Your forcelimit in army and navy will also grow considerably.
Take a military idea first, quantity being a good choice for beginners. After that, exploration! Scotland with Ireland is in a great spot to colonize Canada,Quebec and even farther south. Nova Scotia, anyone? This can give you a power base that will let you eventually expand into England and turn the tide of history. Create Great Britain with a capital in Lothian! (JK, keep yourself yellow for achievement)
If England is too powerful or the New World doesn't seem fun, many riches can be had in the Dutch provinces. Grabbing Holland or Flanders at an opportune time with French help is a fantastic way to dominate English Channel trade.
Once you've done enough to be a powerful empire, go after France and vassalize them for a fun achievement, Auld Alliance Reversed.