Synonyms: Paladin, Noble Knight, Horseman, Cavalier
Knight is an Archetype, it is a special kind of Feat. A character can only have one Archetype in total. Apart from that, Archetypes are like normal Feats and may be taken at character creation or on any level up. On your sheet, mark Knight as one of your Feats and add all Feats gained separately.
The character is an anointed knight.
He went through some strict horse riding training and very likely fought several battles already.
He is necessarily noble, but doesn't have the Noble Feat if he's from a minor house.
He gains the Feat Combat (battle)
He also gains two Feats of his choice in this list :
Note that not all anointed knights have this feat and the character may de facto be a knight without having it.