The family currently has no permanent home. The next time a noble is created, the region they start in will determine your family's home region.
Wait, what? I just saw this today. No idea why this would happen.
The Chénier family, originally from Ammando (Dwilight), has a fame of 13 and family wealth of 1115 gold.
Family was started in Ammando, thus there was the family home. Never moved it, never had a hero on this account. Not sure how long this has been the case, but it's the first I notice the message.