Orkney! Lovely place, though there are very few historical sources before the 12th century. There's Orkneyinga Saga (trans. Palsson & Edwards), which, while not wholly reliable, is very interesting and influential. Otherwise, William P L Thomson, The New History of Orkney, which is now rather out-dated, but covers a lot of material down to WWII. Then there's Scandinavian Scotland, Barbara Crawford, which is good on archaeology but less so with written sources.