the geographical area (in Roman times) to the north of the Antonine Wall; now a poetic name for Scotland
"The ancient poet referred to Caledonia as the misty northern land beyond the Antonine Wall."
Scotland, the northern part of the island of Great Britain.
"The rugged cliffs along the coast of Caledonia offer breathtaking views of the North Sea."
The word comes from the Latin name Calēdonia, which was used to refer to Scotland. It entered English as a direct borrowing of that ancient geographical designation.