The James Hogg Society is the best place to go for to pick up biographical information about him (and much more). He’s perhaps best known as The Ettrick Shepherd and his best known work is The Private Memoirs and Confessions of a Justified Sinner ,which can be picked up pretty cheaply just about anywhere.
He was a contemporary of Walter Scott and is said to share the same birthdate as Robert Burns. You can visit his memorial in Selkirk, here
There’s more about him at the BBC site