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Greetings,
Here's the information we found on "Myra of Kilgour."
As far as we can tell, the name "Myra" was invented around 1600 by Lord Brooke, who used the name as a psuedonym for a lady to whom he wrote a number of love poems. (1) It is unlikely that the name was used by a historical figure before 1650. If "Myra" is your first or middle name, you could register it in the SCA, but it is not a historical name.
All the examples of "Kilgour" we found use only "Kilgour," not "of Kilgour." However, the name originated from a place called Kilgour in Fife, Scotland, (2) so it is likely that people have been called "of Kilgour." The examples we have are found no earlier than 1500, but it's quite possible that the name was first used before that time.
If you're interested in a list of period Scottish women's names, you can look at several lists in the Academy Library
http://www.itd.umich.edu/~ximenez/s.gabriel/docs
We hope this has been helpful.
In service,
Alan Fairfax
Academy of S. Gabriel
(1) Withycombe
(2) Black