Bear in mind, that though the Scottish Highlanders were not the only culture to make use of the kilt, they are easily the most associated with it in modern pop culture. The Scottish Highlands, or even Britain at large, could definitely rival the PNW in terms of gloomy and wet.
The traditional feileadh-mòr (or plaid), the garment we most associate with Braveheart and other movies where it's equally poorly represented, is an incredibly versatile piece of kit. It served as your blanket, your cloak, your pockets etc. It was made of heavy wool and was often your only comfort amidst the rain and fog. The kilt as we know it today is a Victorian-era creation and is just a cut down version of the feileadh-mòr. You have the skirt without the plaid (blanket) essentially.
Frankly, it is a hard sell for most guys. If you try it one of these days, it starts to make sense though.
The "knife in the sock" business is an anachronism unfortunately. However, much like "clan tartans" are derived from an actual con scheme, it is still engrained in Scottish popular culture today. The Sgian Dubh (or black knife, hidden blade, etc.) is a small knife that was either a utility blade or something that was just tucked away in jacket, sleeve or pocket derived in one's feileadh-mòr. It is part of formal Scottish dress these days and is derived from the myth that when one was on a social call, one would take their Sgian Dubh from its hidden place, and stick in in one's hose (sock) to show that you mean no ill intent and there are no secrets.
Now an actual Scottish dirk? That is an actual weapon used to great effect before it became strictly ornamental.