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Offer to Join War!! Click Liege and offer up. Is it grey'd out? Try raising your armies. Are their armies brown? you CAN attack them. If they are not attackable, can you declare war on them? Even just a 1 county holy war will allow you to attack them and if you lose the attack, you don't lose your county. Lil tricks here n there you will learn over time. I don't mind above post about independence BUT...having a liege is a great way to climb a rank ladder.
I find it strange that a liege would ignore its vassals help. Btw He won his wars so far, but sometimes I got conquered while the boss would send its army to capture the enemy territories (instead of liberating me).
I also found it strange that I could fabricate claim and attack a province under the same lord and they don't say anything (maybe they like me less), but I got my neighbor's land. I wonder if I could claim a land under a different liege and still take it in a local conflict without involving the big guys... (on the other hand this seems unrealistic)
Losing an army isn't ideal but it's not the end of the world. The main drawback's that you could get attacked while having no troops then you're a bit buggered. The AI does take note of your troop strength going up and down, and how many wars you're involved in.
Generally the AI prioritises offence over defence in wars so that's why they're going on the offensive and not recapturing their conquered territory. I think the exception's if they're in a defensive war and the attacker controls the war target.
And no, you attack the overlord (the most senior liege) if that makes any sense so er... if you attacked a count under a duke under a king under an emperor, you'd have to fight the emperor, not the count. Armyissue69, I think, was referring to that ability to attack your fellow vassals without attacking your liege when they said, "having a liege is a great way to climb a rank ladder."... I think.
You can ask your liege to join his war, if you really want to. The penalty of losing your troops is that it costs extra resources (Gold/Piety/Prestige expense: depending on your form of government) to restore the troops via your monthly expenses (there is a check box in your Army menu to disable the added expense, but if you check the box, your army won't restore) Once the numbers are restored the maintence cost takes over... which is a much cheaper monthly expense than restoring your losses.
As for your lands, you're main goal is to have all the counties inside a Duchy to youself (not easy to do when inheratence breaks them apart between siblings, early game) . Why do you want to keep your personal lands together? because every Capital City of a Duchy has a special building tile on the very far right that is only availiable, if you personally own every county within the Duchy Land and have high control (u want 100%). And the Buildings for that Dutch Building Tile is very powerful.
The game only let's you have 2 Dutch land titles under your direct control before penalizing you with an unhappy vassal, penalty. 3 Duchys are about the most you can keep, safely (though you have a cap on how many counties you can hold, anyways; (usually 3-12 depending on your Stwardship stats+Steward council+your spouse+any cap unlocks). And Ducys can be as small as 3 counties (i think) and as big as 5 (i think).
Once you get an Empire you can hold as many Kingdoms as you want with no Penalty.... but you have a cap on how many Vassals you can have directly, under you. And the 3 or more Dutchy penality is always in effect.