Actually, depite the fact that Agrippa defeated them, as did several other Roman commanders throughout Rome's history (and some even managed to subjugate them), they never remained a Roman province. They had endured round ups, slaughters and constant battle, but the Romans could never keep the wild highlanders under thumb. The result ended up being Hadrian's Wall, to keep them out of Roman lands rather than trying to subjugate them. It is altogether possible that the Romans could have subjugated them, but it would have required the diversion of legions from the German front, which no Emperor in their right mind would divert from; and in any case, Caledonia had virtually no resources that the Romans wanted and it was no worth the trouble.

Although the origin of the Picts is not known for certain, there are many theories on it. One that seems to be somewhat accepted is the theory that they were originally inhabitants of the Norselands that migrated to try and find warmer climates. This is supported by their tribal structure and their voracity and rage in battle. Though one large factor in support of this was that they worshipped a God named Odyn, otherwise known as Odin, Woten, Wotan etc. Since Odin was a Norse God, it would suggest that their culture came from the Norse in one way or another.