Centre Meg Webb and replacement wing Nel Metcalfe crossed for Wales tries and the visitors were 7-5 ahead at half-time.
Lock Alaw Pyrs, prop Maisie Davies and hooker Rosie Carr, who are graduates from Wales U20s, all made their debuts for their country.
Wales made nine changes from the side that beat Spain in the WXV play-off at Cardiff Arms Park at the end of last season for the visit to the Scottish capital.
Ioan Cunningham, the Wales Head coach, took the bold step of introducing some new names into the starting line-up, with three new caps on the bench.
The trio of Pyrs, Davies and Carr did enough to warrant their selection and this experience will prove invaluable ahead of the 2025 World Cup.
Scotland were the talk of last season’s Six Nations campaign with a real resurgence and proved to be one of the teams to watch in the tournament.
They dominated for long periods of this contest but a young Wales side produced an impressive defensive display and were well worth their lead at half-time.
Keira Bevan, Wales captain for the first time, led from the front and made two trademark breaks.
Wales, wearing the new white and green alternative national kit for the first time, received the kick-off but it was Scotland that dominated the opening exchanges.
New skipper Bevan did make an interception and sped when Wales were under pressure and took the ball into the Scottish half for the first time.
Scotland finally broke the Welsh defence down when Number 8 Evie Gallagher crashed over for the game’s first try from an impressive scrum to make it 5-0.
Bevan, once again, broke the home side’s defence and returning centre Meg Webb crossed for the Welsh try to level the scores. Bevan added the extras to make it 7-5 to the visitors.
Only some great Welsh defence, in particular a tackle by Number 8 Hopkins, kept the home side at bay and Wales went in 7-5 ahead at half-time.
After the break, wing Francesca McGhie, full-back Chloe Rollie, both scored twice, and centre Meryl Smith crossed to give Scotland a lead they wouldn’t lose.
Wales’ second WXV warm-up game is against Australia at Rodney Parade, Newport, on Friday, September 20th.