You're a Prince from behind the Essos, who comes to the King's Landing, invited there as a representative of your brother, the King of Sourea. The family of Lannisters is supposed to care for you, as the current ruler of The Seven Kingdoms is Joffrey Baratheon, of the Lannister family members. The King, his wife, and the Queen Mother were supposed to welcome you at the harbor, immediately after disembarking from the ship.