Question about the Hyborian World


I am new to the Conan genre. I largely bought the book because I am big fan of the Mongoose OGL line. I like the rules a great deal but was curious to know if there was more to the genre than just horned helmets and fur clad barbarians? For example the back of the book mentions knights and chivalry, which is somewhat confusing to me seeing that most illustrations I have seen look more in line with the Ancient World than they do Medieval Europe. Are there nations in the Hyborian world that support a more advanced tech level than that shown by the Conan movies? I imagine this is the sort of thing that would be addressed by the “Road of Kings” but seeing as that is still a while away yet I figured I would pose the question here.
The Hyborian world contains a mixture of elements from history. They run the gamut from barbarous northmen Aesir/Vanir, which are much like the Vikings, to the Khitai, who resemble ancient China/Japan.

If Knights and Chivalry are what interest you, you would want to set up a group of lower nobility from Aquilonia (or maybe Nemedia). This country is probably the most "medieval" in flavour.

But if you are completely new to Conan I would suggest getting a copy of "The Coming of Conan the Cimmerian" and reading that. The stories are great and well worth reading in their own right. Nothing can explain Conan like the words of the master himself.
Howard created his fictional prehistoric Hyborian Age in part so as to tell historical adventure stories set in multiple times and places that intrigued him (Celts, Vikings, the ancient and modern Near and Middle East, the Crusades, pirates) without having to create a new protagonist with each story, though the Conan stories are also part of the weird fiction tradition. Conan himself is a melancholic, violent pseudo-Celt adventurer who pits his barbarism against the people of decadent kingdoms.

The elements in the Conan RPG are drawn pretty literally from Howard's stories, so as you see there's everything from stone-age Picts to plate-armor in Aquilonia. The stories reflect Howard's interests when he wrote them, so that the Hyborian kingdoms look more Graeco-Roman in some, more medieval in others.