Welcome to WikiTree Tara!
It appears the first MacKay family in Nova Scotia included Roderick, Donald, William, John, Colin MacKay who all arrived in Pictou, Nova Scotia in 1773 aboard the Hector. The ship's name may have inspired several of their descendants to name their sons Hector. The information that is currently in WikiTree doesn't appear to be complete. Esther Clark Wright's Planters and Pioneers shows 8-10 chilldren each for Roderick, Donald and William, and WikiTree currently shows only one offspring between them, so there seems to be an opportunity for you to complete this branch of your family tree in WikiTree.
Working backwards from your parents and grandparents is an excellent strategy, and a good place to start to look for information about Nova Scotia ancestors is the Nova Scotia Archives, and the Census of Canada. When you find one person in these records, you usually find parents, spouse, etc. Familysearch is also suggested below, and all of these are free (my favourite kind of resource!) I would expect to use both spellings: McKay and MacKay, because spelling and literacy were challenges in this area during the 1800s.
I've also had some luck working forwards from the first ancestors to arrive. If you're interested in looking into it from that angle, the Nova Scotia Archives websites suggests this History of the County of Pictou, by George Patterson may be an interesting place to start.
If you get stuck, please don't hesitate to send me a message. I'm not able to work on your tree for you, but I may be able to help you get unstuck, and some of the other members of the Nova Scotia team in the Canada Project of WikiTree are available to help with lookups in the archives in Halifax, and collaborate in other ways.
I expect you'll find a number of distant cousins along the way!