You can’t do this alone though and will have to recruit people to follow you, and you do this by visiting villages and taverns. Your free to travel through each of these and interact with the different lords and counts that rule various territories, taking on tasks from them to help build your reputation. In Calradia there are six kingdoms all vying for power, with wars between them being almost constant.
There’s a short tutorial to get used to the different weapon types and fighting, but after that you’re on your own. Mount & Blade: Warband won’t hold your hand.