The standard answer is Kenneth Macalpine as far as I can see with lesser kings before him, I assume between Scotland and England this where out modern/current Royals come from, I was trying to pinpoint exactly where the Royalty came from in the first place, I take it they were generally self appointed. Scotland has immense amount of history, very difficult working where things originate from, it seems like the Vikings were possibly the root of most of history or Royals
Óengus Olmucaid was a high king of Ireland who also conquered and ruled Scotland in approximately 1000 BC. Around the time of Jesus there was a large emmigration to Albion (Western Scotland) at which time the kingdom of the Dal Riata was firmly established. Later Scottish rulers invariably descend at least in part from this kingdom, the Kings of the Dal Riata. The Dal Riata was founded by Riata Rugaidh (Red Hand).
Kingdoms are founded by force of arms. A king derives his right from being recognized by the soldiers who have conquered a place.