The phrase "joining a kingdom" requires a bit of specification. All characters will be a citizen of a Kingdom, duchy, and county. Just like in real life, you become a citizen of your country and any sub-divisions it may posses. This is a product of birth/character creation. You also inherit a race, culture, language and other attributes.
You may also choose to be a part of a Kingdom outside of the game context. That is to say, you can join their discord or forums and participate. This form of "joining a kingdom" is optional. You don't have to join a Kingdom, Dutchy, or County discord just because you made your character in their lands. But joining their discord will likely incur benefits such as connecting with peers, social opportunities for advancement, and some people may be willing to help you get established.
While you are free to do whatever you want in CoE, you are also subject to consequences. This has been true of every game, but for CoE there will be a lot more consequences, and those consequences will be more complex. CoE is not going to be easy for solo players who are looking to be the heroes of the world as with most traditional MMO experiences in the last 15 years. I like to think of CoE as a grand social experiment, but I am a psychologist so I am biased.