Caledonia Is A Girls Name Of Latin Origin. Traditionally The Roman Name For The Scottish Highlands, Caledonia Is Quickly Gaining Popularity As A Girls First Name. Brimming With Mysterious Allure And Celtic Charm, This Striking Namesake Is Sure To Enchant Your Little One. Every Night, Youll Be Able To Lull Baby To Sleep By Singing Caledonia, A Modern Folk Song Written By The Scottish Artist Dougie MacLean.