Crusader Kings

Crusader Kings is a series of medieval ruler simulation sandbox games. They have a view where you see a map and can interact with various characters, most of which are actual historical figures, and can wage wars on different countries. There is no real goal and it is very much a game where you make up your own objectives. This can be a lot of fun if it is your sort of thing. These games are also very moddable meaning you get some good total conversion mods which replace the medieval with a fantasy one.

Crusader Kings III

This is the most recent entry in the series at the time of writing and also the most accessible. There is a very solid tutorial and easy to use user interface. Be warned there is a bit of a learning curve though. Absolutely worth a play if you are interested in history or like some grand strategy.

If you like The Elder Scrolls There is a great mod for this game called Elder Kings 2 Which replaces the map with an Elder Scrolls themed one. The team making it seem to have done loads of research into the lore and have made a great experience complete with the ability to get your court mage to cast spells on other lords.