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I am reading a book. A paragraph begins with this sentence:

They say we Scots are a pessimistic people. Maybe it has to do with the weather - all those dreary, rainy days.

I am searching for pronouns "they" but I couldn't find what it refers to because I could not find anything for it.

Can anyone help me about it?

This is the whole passage:

But to do that, you need to be more than usually canny. And that provides an important clue as to just where the history of insurance had its origins. Where else but in bonny, canny Scotland?

Taking Cover

They say we Scots are a pessimistic people. Maybe it has to do with the weather - all those dreary, rainy days.

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This is an idiomatic usage.

They doesn't refer to something that the speaker has already mentioned, instead it means "some people". The literal meaning is "There are some people who say that we Scots are a pessimistic ..."

It is implied that this is common knowledge, that the pessimistic nature of the Scots is a widely held opinion, and that the hearer will know this. It is often followed by "but..." to explain why the commonly held knowledge is wrong.

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    I disagree with the use of "some people", it should just be "people". There are people who say...
    – dockeryZ
    Aug 4, 2016 at 20:53

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