Scotland. A corruption of Celyddon, a Celtic word meaning “a dweller in woods and forests.” The word Celt is itself a contraction of the same word (Celyd), and means the same thing.
“Sees Caledonia in romantic view.”
O Caledonia, stern and wild, Meet nurse for a poetic child
Sir W. Scott: Lay of the Last Minstrel.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894