Caledon (ΚΑΛΥΔΩΝ in Greek) is the name of an ancient city-state in the region of Aetolia in Western Greece. The oldest reference to Caledon comes from Homer. Homer mentions Caledon as one of the Aetolian cities that participated in the Trojan war. Homer also states that Caledon was protected by walls. The Trojan war probably took place during the Mycenaean period 1600 to 1100 BC. Also excavations in Caledon show that a city existed during the same period. Some researchers have reached the conclusion that the city was found in the 3rd millennium BC. From all the above, we can deduce that the Caledonian Greeks had a long history and had reached a level of technology that allowed them to travel long distances.
According to Hughes (1) a wave of Greek migrations took place around 1250BC. One of these groups were the Caledonians Greek migrated to other areas. Some Caledonians went to the British isles and became the British Caledonians while others moved to East Anatolia where they found the kingdom of Uratu and became known as the Chaldians. There is plenty of evidence (such as the Rillaton Cup) and accounts suggesting that ancient Greek tribes travelled to Britain.
Mainstream history supports that Caledon was just a name given to a large part of Scotland by the Romans. But where did the Romans get the name from? Romans used the Greek location names in most cases but naturally changed it into Latin. It is likely that the name Caledonia was used by the Romans because it was the name already established by the Greeks.
(1) D. Hughes. The British Chronicles, Volume 1, Heritage Books, 2007.