I referred to my guidebooks and notes to check the information about the Princes Street Gardens and found some information we didn't hear. Here, directly from Frommer's Scotland:
As the New Town grew, the city fathers decided to turn the area below Edinburgh Castle into the Princes Street Gardens, now one of the city's main beauty spots. The area was once Nor Loch, a body of water in the city center, but it was drained to make way for a railway line. (When it was still a bog, the great philosopher David Hume fell in, couldn't remove himself, and called for help from a passing woman. She recognized him, pronounced him an atheist, and wouldn't offer her umbrella to pull him out of the mire until he recited the Lord's Prayer.)
It was drained around 1800, but before that it was the sewer and the reservoir (Join me: "eeeeeeywwwww!!!!") The city's nickname was "Auld Reekie" because of Nor Loch and the smoke from factories.
It was also used for drowning witches. Those suspected had their thumbs tied to their ankles and were dunked. If they survived, then they were assumed to be witches and were burned as such. If they drowned, it proved their innocence and they were given a Christian burial.
Now, why didn't Frommer's tell us that?
We climbed the path up from Princes Street Gardens to the castle, seen here with the gray skies we had our whole time in Scotland. (SkyWatch time everyone--for more of the world's skies visit here.)