You aren’t going to find any ‘fun classes to learn a little about the Scottish culture’. Edinburgh is a serious university*, and b/c the UK system is more focused than the US system, you will find rather fewer ‘fluff’ classes than at a US university. [url=<a href=“http://www.ed.ac.uk/literatures-languages-cultures/celtic-scottish-studies/undergraduate%5DHere%5B/url”>http://www.ed.ac.uk/literatures-languages-cultures/celtic-scottish-studies/undergraduate]Here[/url] is where you will classes on Scottish/Celtic history/language/culture etc, but when I was poking around the links seem to be broken, so I would recommend emailing the department directly for information on which classes are open to students from other subjects.
Remember, though, that the whole point of study abroad is that you learn about the culture by living in it. Student life at Edinburgh is great- basically the whole town is full of students, and there are a huge range of things to participate in. You will get less hand-holding from the University than you are expecting- UK kids are expected to be much more self-sufficient, and they rely on each other more, so if you are having trouble figuring things out, the students in your classes are likely to be your best bet.
Be sure to get out of town a bit- find some pals and head over to Glasgow or out into the back of beyond ([url=<a href=“http://www.hostel-scotland.co.uk/%5Dhostels%5B/url”>http://www.hostel-scotland.co.uk/]hostels[/url] are your friend).
Random tip: it is cold and damp almost all the time, central heating is more variable than you might think, and people in general seem more cold tolerant than you are probably used to (depending on where you are from, of course)
*(Edinburgh has just introduced an online post-grad cert in Scottish culture- specifically for people interested in Scottish heritage).