Aha - Fort's continuity comes to seed - My first ever post involved an argument over this very thing.
When talking about the Picts, it is important to note that this name in itself is a complex terminology - when we speak of 'Picts', we can mean all, some or or just one of three different historical phenomena -
1. The Cruithne or Pretani peoples, who populated Scotland, and also migrated to Ireland in the Neolothic period. The aboriginal inhabitants of both countries, they are associated with many of the early historical sites, (though this can be controversial) such as Skara Brae in Orkney. It is believed they had an ancestral link to the people who would be described by the latter day Romans as Picts.
2. Speaking of which, there are the 'Caledonians and Other Picts' described by Tacitus, who accompanied the Roman army on its northern campaigns. We know that these were the original, non-Scots (they were mostly in the west or still in Ireland at the time) whoseconfederation formed the northernmost neighbour to the Roman Empire. Caledonian simply means 'Wood 'or 'forest man', a reference to the fact that Scotland was covered in trees in those days and was mainly known as for its' Bears, prized for the Circus in Rome. The Caledonians are known to us as an early version of 'the noble savage', Roman style, largely due to Tacitus' account of Agricola's Caledonian campaign in AD81-84. Calgacus was High King of a confederation of Caldeonian clans and tribes that was defeated by Agricola in AD84 at Mons Graupius (associated with Mt. Bennachie near Inverurie). Calgacus gave us that line, 'quoted' in Tacitus 'The Romans have made a desert and called it peace.'
Whether or not they made a desert is up to you to decide - the Romans certainly never hung around very long. Agricola turned back and whatever gains where made by the Romans were never capitalised on - 'Caledonia', with the exception of his southern extremities, remained outside the Roman world, although the border Rome drew against this region, has essentially remained the same - and the name, Caledonia, has stuck.
3. The term 'Pict' of course, refers to the fact that these people fought mostly naked and painted themselves in swirling blue designs, althought the name only becomes common in the post-Roman/dark age period. Throughout the latter days of the Roman Empire, the Picts were one of their constant nuisances - forever raiding, warring and giving them grief. Their Wall, Hadrian's that is, and for a fairly brief period, the Antonine Wall near Falkirk, was built largely because the peace of the frontier was threatened by them.
By the latter days of the Empire, and into the dark ages, the Picts had become a more or less unified polity, under a High King (in Gaelic, Ard Ri) who presided up near Scone. They were rivals of the Scots in Dal Riata, who had their HQ in Dunadd, and were growing into a vibrant, maritime kingdom forever pushing eastwards. Then there were the Vikings, pressuring from the North, and Angles trying to extend upwards from the South.
The Picts under Brude came into their own when they defended themselves and the principle of a separate northern kingdom by arresting the expansionist policies of the Angles (who were pressuring everyone, from Welsh-speaking Britons to Gaelic speaking Scots) at Nechtansmere in 685 AD, clubbing together with the Gaels in the west to defeat Egrifith, King of Northumbria, thus initiating one of the oldest international sporting fixtures in history with a win for the team in blue (quite lerally).
However, the long predominance of these people was inexorably on the wane. The Dal Riatans were more vibrant, vigorous and wealthy - the Norse were encroaching on their northern borders, taking the Orkneys - an ancestral homeland, given the very early settlements in Skara Brae - and moving into Caithness and Sutherland. The Picts increasingly had two choices - disappear, or join with one of these predatory forces.
For various reasons, they chose their Western neigbours - with whom they had some kinship and common hatred of the Norse. Their royal houses intermarried, and this all came to a head in the 9th century, when Kenneth MacAlpin of Dal Riata, descendant of Scots Kings and Pictish princesses (the Pictish system of inheritance was matrilineal, traced via the female family members), ascended to the thrones of both kingdoms, creating a unified entity, known as Alba - which to this day, remains the Gaelic name for Scotland.
The two peoples intermingled - or rather, the Picts were subsumed, for the reason they are so mysterious is that the cultural takeover by the Gaels was so complete - within only a few generations Picts were talking like Gaels, acting like Gaels and largely thinking like Gaels - and as the new Kingdom expanded into the Welsh speaking south of Scotland, and the 'Inglis' speaking southeast, they were lost amid more vibrant and dynamic cultural forces. Their language survives solely in some words on Gaelic and Scots that may be remnants of their ltongue, and in place names - Pittodrie, Pitlochry, Pitcairn... the Pit prefix refering to Pictish origins.
That, is a very, very bare description of the phenomenon - and there is considerable controversy on many points. Can we really connect these 'Cruithne/Pretani' people with the dark age kingdom? Are the Caledonians the link here? Given that most of the cultural evidence on the Picts is from the Dark Ages, is there the grounds to have it that these people are connected?
And so on..
What we do have from the Picts are some interesting cultural artefacts - traditions, artworks, some of it just hearsay - and of course, a lot of theories as to who these people actually WERE. I'll get to that in a minute.
Culturally, the Picts left some mark of themselves - the fact that Scottish kings continued to be crowned at Scone, and that the ceremony (in which the new king, exhaustively recanted all of his ancestors - e.g. - David I would have went - David mac Malcolm mac Duncan mac Malcolm mac....) right down to the the very earliest, legendary Pictish kings, such as Cruithne (no, I'm not that old - I actually picked this name because of the planetoid) and indeed, with breathtaking cheek, Adam himself - is a sign that they weren't forgotten entirely. It has been suggested by some historians that the fairy folk of Scotland were actually references to these neolithic, early Picts - Skara Brae being a subterranean complex and all.
Sites such as Skara Brae, many of the Duns and hillforts, and the latter-day Brochs (remarkable round towers, constructed without mortar, for defensive purposes) are suggestive that these people were far from savage - indeed, quite sophisticated, taking great care over the construction and planning of their architecture. They were also some of the most prized craftsmen of their day - Pictish carved stones of the latter period are arguably the finest examples of stonemasonry in the Western Europe of their time, and these craftsmen were in high demand, hired out to other peoples, far and wide.
The question of who they were is possibly the most interesting point of all. IF they were the descendants of the neolthic settlers, then they are pre-Celtic - although there is no doubt that by the time of Nechtansmere, they had long considered themselves a part of the Celtic world, and had been influenced by - and themselves influenced - it. There are other theories - in the 17th century, they were thought of as Scythians (probably feeding off the legend that the Scots came from Upper Scythia), in the 19th, as a branch of the Teutons, in the 20th, relatives of the Basques. See also, the lost tribe of Israel, Atlanteans and the progenitors of the Irish Fir-bolg, who were enslaved by the Tuatha de Danaan and harrassed by the Fomorians.
Truth is we don;t know. We know that they weren't Gaels - St.Columba, in his mission to the then pagan King Brude, needed an interpreter. It is believed that they spoke a form of P-Celtic, although apparently, the Welsh-speaking Britons had trouble understanding them too. The Alban tribe of the far north of Scotland, who hunted walruses in the Arctic, probably sailing to Greenland and who may, or may not, have reached Newfoundland long before Columbus, is mixed up in Pictish identity too. either as a part of the 'Caledonians and Other Picts' or an offshoot. Anyway, I am going to shut up now before my keyboard melts, and I'm sorry to witter on (but it serves you right for asking interesting questions anyway) - but hopefully, this gives you some idea.