Even boarding was done in style. We were led by a piper - in bearskin hat, kilt, sporran and tartan cloak - along the platform to the maroon Royal Scotsman.
Leaving Edinburgh, as we cross the Firth of Forth bridge, I unpack for the four-night trip. My cabin has Edwardian-style lights, a brass ceiling fan, mahogany panelling, twin beds with tartan bedspreads, and a tiny ensuite.
Half our day is spent watching the Scottish landscape slip past, chatting to other passengers, being waited on hand and foot. Sometimes we brave the wind and diesel fumes on the outdoor deck.
The other half of the day we're bussed to Scottish villages, castles and lodges. Overnight we are "stabled" at a railway siding or station.
Soon we pay homage to the Scots' national drink at Strathisla whisky distillery, the oldest still operating in the Highlands. Little has changed here since 1786, including the distinctive double-pagoda chimneys.
After a wee dram of Chivas Regal I feel rash enough to tackle some Scottish dancing, accompanied by locals on drums and accordion. We link hands and trip around in a figure eight.
The landscape between Inverness and Kyle of Lochalsh has glassy stretches of lochs, distant hazy hills, curves of sand or fingers of rocks reaching into the water. At Boat of Garten we visit Rothiemurchus Estate and turn our inexpert hands to fly-fishing, clay pigeon shooting, driving and simply wandering the estate.
I give my overfed body some exercise - cancelled out later with scones, whipped cream and strawberry jam.
At Kyle of Lachalsh, langoustines are brought to the station platform by local fishermen. Sea bass, snapper and scallops, angus beef, pheasant and venison are also on the menu - on large white plates adorned with the Royal Scotsman crest.
One morning I valiantly order porridge followed by haggis (true Highlanders would scorn porridge with cream and brown sugar - or haggis in rissoles, for that matter). The porridge was delicious. The haggis... interesting.
Ballindalloch Castle, near Keith, is our next stop, where a herd of Aberdeen angus cattle had escaped their paddock and frolicked on the ancestral lawns. Hasty repairs were made but the lawns had temporarily lost their billiard-table smoothness.
Later we make yet another castle stop at Glamis, the childhood home of the Queen Mother. Today, her private quarters look lived-in still, with family photos and comfy armchairs. The rest of Glamis houses antiques of great age, aristocratic portraits, and a chapel with 50 paintings on its ceiling.
The castle's crypt is rather less homey - one chamber was bricked up after "one of the Lords of Glamis played cards with the Devil on the Sabbath", regales our guide. Nearby is Duncan's Hall, where Shakespeare tells us Macbeth slew King Duncan. History places it elsewhere, but the Bard was never one to let the facts get in the way of a good story.
Just one final thought - pack well. Two dinners served on the Royal Scotsman were classified as formal. Emerging from my cabin in what I regarded as, well, reasonably formal, I was greeted with dinner jackets and long evening gowns everywhere.
American teenager Daniel Walker and his father had gone the whole hog with kilt, sporran, jacket and even dirks tucked into their socks - all bought in Edinburgh before they boarded.
I asked them what tartan they were wearing. "I don't know," said Daniel. "But didn't the person in the shop know?" I persisted.
"No, he didn't," said Daniel, "he was a Muslim."
NEED TO KNOW
Getting there: Take the Flying Scotsman from London to Edinburgh (5 hours).
When to go: Mid-April to October.
What to take: Smart casual with a formal outfit. Warm jackets.
Judith Doyle travelled on The Royal Scotsman courtesy House of Travel, ph 0800 838 747.