Welcome along Hojii, to the game the Forums 
When you are building a character in Character Creation (online on the PD website) you have the options of:
Create Empire Character
Create Empire Group
Click the second one. Then (for you) click on Dawn (it’s her with the shield and the red cloak).
Then you want to pick BANNER. This means it’s a vaguely militant as opposed to magical or religeous focussed group.
You’ll need an oath at the bottom. A mission statement, a battlecry, a motto, something. It’s not that important, but if you’ve thought of something to use as a unit motto, this is where it goes.
Then on the next tab you fill in name, Noble House, and a few other background details.
Click Save Group (under the piccie) and you have a group on the system, welcome to Dawn!
Yes, you can definitely start as noble, you can definitely start as Earl. A House doesn’t NEED to have an Earl in play (“We are here at Anvil representing our Lords interests…”), but it gives you all sorts of fun options and opens up more areas of game.
You options are:
Start as a yeofolk and stay there.
Start as a yeofolk and try to get a Test of Mettle
Start as a Knight Errant on your Test
Start as a Noble having completed it in backstory.
Anyone can pick (yeah I’m already a Noble) at character creation, in which case the system will ask about your Test. Time to write a (very) short story on it, as it is a subject on conversation. Make it impressive… 
Now that answers your questions…
There are a lot of previous threads on this subject (a few linked below), a dedicated Facebook page for Dawn, and as a Dawn player myself I will happily answer any and all questions on this subject. I have a few thoughts and suggestions, if you’d like, but I think I’ve given you enough to consider for now 