So! I think for any group, there are 3 questions that need to be asked. This is just what flowed through my mind - I hope it helps!
What is it?
So you’re a chapter - but what does that chapter do, and who is in it? Is it flooded with refugees from Reikos that never left? Is it heavily focuses on martial pursuits and made up of cataphracts?
Related are any goals the chapter has as a whole. Is it a group of Exclusionist Magisters looking to keep the corrupting influence of the Realms at bay? Is it full of farmers dedicated to Prosperity who want to fund the creation of a Great Work?
Why is it?
Chapters are generally named after their founder and the reason, circumstances or location of their creation. You don’t have to have all the details, but having an interesting story about how the chapter came to be can be a good source of roleplaying. Also, this is Highguard! The version of events your people tell doesn’t have be the exact truth, after all, especially if it inspires more virtuous actions this way.
Where is it?
Chapters typically have a chapterhouse. Where is yours - which territory, and which region? Has it always been there, or did it relocate at some point to escape trouble or to pursue a goal? Is it close to any location of note? How does it influence its surroundings and neighbours, and how do its surroundings and neighbours influence it?