Those are some solid feedback.
How about making new players send a letter to their liege first, then another to their realm?
Once they press that play button for the first time, instead of showing them letters right away, direct them to send a message to your liege page with some flavour texts like 'as you kneel before your liege, your liege etc... if you want to say anything, please do so.' first then 'many nobles of your realm have sent you small gifts to congratulate the start of your new career. Send a letter to thank them' or something. Then again it does feel like you are trying to force this new person to write two letters off the bet.
As for knights not being able to do much, not sure there is that many solutions. The biggest issue I feel about the game is how top heavy it is. Most discussions happen at the top of the line so most of the time, knights only get orders or announcements. Maybe there are ways to strengthen the involvement of knights and make them matter more. Not just people who are there to command units.
As for wiki, maybe we can transfer some stuff from wiki to the game in the form of books. Mix something interesting too like history of famous families or storied battles etc.
As for making a tutorial, videoes are way to go I feel. But not sure how many will be interested in watching a video of a text game.
