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.