where does the knight come from in hollow knight

The Knight comes from the Abyss in Hallownest, where the Vessels were created by the Pale King and the White Lady. It is a discarded Vessel, born of Void like the others, and it emerges from the Abyss at the start of the game.

In lore terms

• The Knight is one of many Vessels made in the Abyss.
• It was meant to be part of the plan to contain the Radiance.
• Unlike the chosen Hollow Knight, the Knight is one of the discarded ones.

Simple version

Think of the Knight as a failed child of the royal Vessel project who escaped the Abyss and later returned to Hallownest.

TL;DR: The Knight comes from the Abyss, created as a Vessel by the Pale King and the White Lady, and is a discarded sibling of the Hollow Knight.