To reinforce, re stepping on other peoples stories:
If your story includes “we are well known as THE best at X in this whole province/nation/Empire”, that’ll be butting into a lot of people.
If your story includes “we have a long and storied history in this province” then you’d need to explain why nobody else has mentioned you so far. And have stories at the ready.
But if your backstory is along the lines of “we live hereish, we don’t do anything too spectacular, we have these interesting but not amazing things…” then that’ll be fine.
An example of integration.
My current Dawnish House is in Axmure county, Semmerholm Province. The group was formed to be about there, which put us in the same locality as three other Houses, past and present. We checked whether anyone else was claiming that exact spot on the map, all cool. Talked to some other groups who’d been so precise, and it was “oh hey, you’re our neighbours from over the hill, we can chat as if that.”
And that’s about it, and far more detail than is ever needed in game.
But what it can amount to is “oh yeah, we live just off that road, south-west side. We’re past the Rylas valley, and around the woods of those Lusignon ****s, and below the mountain pass that the D’Aciers hold. If you get to the Carsenere estates, you’ve gone too far.”
Which does absolutely nothing for the game mechanics, but adds to the feeling of a whole world beyond Anvil 
Given that your character is coming to Anvil, and is thus in the top 1% of the Empire, a few things you might like to help weave you in are:
- What do you think your nation should be focussing on?
- What big thing in recent history affected you and yours (the Cold Sun is a good one for that)?
- What thing at Anvil do you want to find out/do?