Fairly early in The Blade Bearer - what do you mean you haven't bought it yet? - Markham of Mallarn, lofty knight of the kingdom of Aeoland, and our hero, Will, meet for the first time.
‘What is your name, stranger?’ he asked.
‘Will,’ I answered.
‘And?’ he said, expecting more. ‘Will..? Of…?’
‘Nowhere in particular,’ I replied.
Captain Koseck whacked me on the side of the face: ‘You will address His Grace as befits his station and yours, you little shit!’
Now, believe it or not, there is actually some world building in here. Folk in medieval times are always Gordon of Somewhere or Mary of Anotherplace. Robin of Sherwood or Richard of York, for instance. A bit of light googling has not revealed the technical name for this thing, so let's call it placenaming.
Placenaming in Aeoland is actually really important. As a people, the Aeolish are very much tied to their place of origin. It gives them their identity, it makes them feel part of something bigger than themselves, even if that something is a hamlet. The scale of your placename indicates a lot about your position in the social scale. For instance, if you're named after a small village that indicates that you are fairly lowly, while if you're named for an entire region, that makes you more important.
So when someone hears that Markham is fully titled 'Markham of Mallarn', they know immediately that he is a big cheese, Mallarn being a duchy in the south of Aeoland. Same with other noblemen in the book such as Carnyth of Leth Fordun. At the other end of the scale we have someone like Neghel of Armwick, clearly a serious commoner as Armwick is a small village.
But what really freaks them out is when you don't have a placename. The placename indicates where you belong and so, without one, you are effectively an exile from society - you belong nowhere. To admit this directly to Markham of Mallarn - evidently someone of great importance - is a fairly substantial insult. When Will replies that he is from 'Nowhere in particular,' Markham's lackey assumes Will is withholding his placename, rather than genuinely not possessing one. A profound insult.
UPDATE: Turns out the 'of' thing is a form of Byname called a 'Locative'. https://www.s-gabriel.org/names/arval/bynames/.