Fallen Empire is set at the very beginning of what would become known as the middle ages, on the edge between antiquity and medieval times. You are most likely more familiar with typical fantasy games or other settings based on the later middle ages, so here are a few important differences between those settings and the 5th and 6th century:
The age of castles has not yet arrived. The Motte-and-bailey is the closest to medieval castles existing in this time - an extended farmstead with blacksmith, armoury and surrounded by a palisade wall adjoined to an artificial hill with a defensive "final retreat" tower, often with a second palisade wall.
While the Romans did build stone fortifications, most of their advanced engineering and building technology has been lost.
Everything that we associate with knights has not yet been invented, or in some cases re-invented, such as chain mail which was known to the Romans but will not be rediscovered until the 11th century.
In any case, heavy cavalry does not exist, as the stirrup is still a hundred years away.
Not only does the equipment of a knight not exist, the code of chivalry is also a thing of the future, and so the very concept of the knight is nowhere to be seen.
Unlike the previous Roman Empire and the later kingdoms of medieval times, this period in Europe was dominated by smaller political units and rapidly shifting borders. Unlike later periods, legitimacy and inheritance are of little importance and politics are dictated by actual military power.
With the Germanic invasion and movement of entire populations across the continent, this period was much more diverse than later times in Europe. Germanic, Roman and Celtic influences as well as Roman, Christian and pagan religions were mixing as well as the respective people. The Germanic tribes brought their own culture, religion and people to the rest of Europe, as far as southern Spain, but in turn also picked up Roman, Celtic and Gallic traditions and customs, as well as being slowly christianized.