Come on, fellows. It's all well and good to say something might not work, but then you should at least present an alternative.
-As mentioned, sergeant is a rather low rank to play; perhaps beefing yourself up to a knight (following in your father's footsteps) would be better.
-It can be very, very tempting to join the game on the outskirts of civilization, and focus on external, NPC threats. Resist this temptation! No one will blame you (OOC) if you show up in the middle of the nation, ruining their plans. The game is about interaction between players, and to a certain degree this requires geographical proximity.
So serving the northwatch is okay- but serving in the northenmost of the northwatch's northern outposts... is probably not. Maybe move your character closer to home, or, heck, have him serve the Marquis directly: errand-knight may not be the most glamorous of positions, but it'll be sure to get you work, and plenty of opportunities to interact with others (and maybe arrange for a promotion).
Doubly asserting this. Playing the single-player game is not only lonely, it's additional work for the GMs that increases your likelihood of lightning strike. Hence why the worg-quest is slowly getting dovetailed so I can try and combine Adwarf, Kestrel and Kingfisher's characters' quests and have a combined adventure for the three of them. Less GM work, more character interaction and roleplay, better experience for all.
YaK is almost sandboxy at times, but it revolves around politics - some of it PvE, some of it PvP. And even if you pull the party line and serve the king loyally, there's plenty to do on that team alone.
Edit: Worg-riders are a unit, more powerful than cavalry. They are also ridiculously rarer and likely have higher upkeep. In order to produce worg-riders, you need to have access to a reliable source of Worgs.
Which means trade or quest. There are Haegar provinces that have Worgs as a resource, I'll tell you that much, and fulfilling a quest would probably mean being able to recruit Worg riders instead of cavalry as your personal guard unit (as nobles aren't able to field cavalry without the Horse unit, but can field one cavalry unit/year as their personal guard).
If you wanted Worg riders as a permanent feature... you'd need to conquer Worg-source provinces in the Haegar lands and then have players manage them as nobles, or unify a Haegar country with three Worg-source provinces and establish a permanent international trade route. And I'll tell you this much; there are probably 2+1d3 such provinces in the whole damn world. So... not a minor endeavour.