Lillie/Lilly research

I am interested in learning who the parents of Adam Lilley/Lilly, born abt 1781 in Dalkeith, Midlothian, Scotland & died 6 Jul 1865, Old Monkland Scotland, he married Janet Cowan who was born 20 May 1790 in Glasgow, Scotland., they married 9 Feb 1806 in Glasgow. They had 8 children of which I am aware, I would be delighted to share information & learn who the parents of Adam might be. I really am rather new to researching & genology, the information I have has come from a researcher in Scotland. Adam & Janet are my g g g g grandparents.