Make sure that you take a Goretex jacket and a good fleece. Scotland isn't as rainy as legend says, but it does rain. Temperatures in the Highlands in May can range from the upper 30's to the 60's.
Edinburgh Castle is great. Make sure you stop by the Scottish War Memorial. Stirling Castle should also be seen. Ft William is one of my favorite places in the world. If you have a full day, climb Ben Nevis, the highest peak in the UK. Rannoch Moor is also beautiful. Part of it is on the family estate of Ian Fleming (James Bond). If you like old military forts, Ft George near Inverness and Culloden is imposing.