So I was thinking to myself if there was any sort of game that was set in the medieval times, with you as some sort of lone knight. You are in a huge kingdom, and you have to capture towns and castles and cities and slowly make your own kingdom. You can go to war with factions too. Anything like that? I vaguely remember hearing something like that, but I forget what it was called.

Mount & Blade

EDIT M&B is pretty much exactly what you described, at least if you get the Native Expansion mod.

And, you know, buy it. Bloody level limit...

Kallemort is right. Great game, conquered whole swadia for Rhodoks.

Why would you play as Rhodoks they are filthy, their castles are only good when paved and used as farmland.

Grunwalder Castle is quite useful though, I admit.

Because it's hard to play as Rhodoks. I do prefer Vaegirs because of their Marksmans.

Vaegirs are filthy too, I hated them ever since I got captured and they stole my lordly metal boots and war bow

Well, that's your problem. What faction do you prefer?

Either Nords for castle taking skills, or just starting my own band of mercenaries. Swadia is fun to rebel against, though.

PMs are great inventions.

I've pretty much got my answer. M&B with Native Expansion mod. Mods, feel free to lock.