They left almost nothing in writing, which is a common problem among known vanished cultures, including those which are known to have been literate (like the Etruscans).
http://www.lib.umt.edu/lang/celtich.htm#Pictish
http://en.wikipedia.org/wiki/Picts
Making the Picts mysterious, which is perhaps why I find them interesting.
Although I do wish always for some big find, like a ‘Pict’etta Stone.