I sailed around the Isle of Mull with my British cousins, a number of years ago, and visited a number of the smaller islands. It was pretty cold and rainy, but very beautiful. I must say, I think the Orkneys are a bit far north for my liking.
I visited the main island of the Orkneys many years ago--in midsummer so it was mild weather but stayed light very late (it's almost 60 degrees north, so not sure it got really dark at all). I went there to see the church of St. Magnus, one of the Orkney earls who was murdered by a cousin and then declared a martyr. At that time I thought that a Scots-Irish family I am descended from was descended from the killer, but that now seems unlikely.
There is a medieval Icelandic saga about the earls of Orkney, available in English translation (the Orkneyinga Saga)--it was Norse for much of the Middle Ages.