In Scotland they would have smeared bog myrtle over themselves. Other alternatives were animal fat mixed with an aromatic or even tar and pine resin. As far as I know most cultures had some sort of equivalent.

The best contemporaneous example would be the otjize clay rub used by the Himba in Namibia. It’s largely an adaptation to water scarcity but it also protects them from insects and cleans their hair and skin by trapping dirt and flaking off.