Clan societies have different requirements to join, so you might check out some of those. Some clan societies require that you or an ancestor possess the name of the clan, or at least that of a recognized "sept" of the clan. Others are not so strict; for example, Clan MacKay will accept anyone who has an interest. My advice, as far as adopting a clan, would be to check out clan societies that don't require possession of the clan name.

The advice about wearing a district tartan kilt was also a very good one.