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From Kirkcaldy Railway Station, run along any convenient roads south and south-east towards the sea. Turn right, and follow the coast. The Landranger map is not entirely helpful, since the coast covers corners of four sheets, but the route is generally waymarked as the Fife Coastal Path. In Burntisland in particular, you need to leave the coast and go through the town, but then there is a nice path beside the railway line, and the Silver Sands at Aberdour. There are plenty of cafes and bars for refreshment along the way. There are railway stations at Kinghorn, Burntisland, Aberdour, and Inverkeithing, which is 25 kilometers. If you are really energetic, go over the Forth Road Bridge to Dalmeny station, 32 kilometers from Kirkcaldy, or even into Edinburgh - cycle route NSN1 is well signposted, and follows quiet tracks until close to the center of Edinburgh, making a full marathon distance from Kirkcaldy.