In response to Fendric:
"I had intended to go to services at dawn, but I would be honored to accompany you tonight, if only to know the place and share kind words."
Upon your three introductions:
He stands, and bows his head a touch, old eyelids rolling down. "I am greatly pleased to make your acquaintances. I am Exantrius, Knight of the Greater Kingdom, and it would be a joy to join you for a meal."
He finds a place at your table: It's beginning to get crowded, but he manages to squeeze in without too great a disruption.
Niccolo/Merrim: You recognize the term "Knight of the Greater Kingdom"... It refers to members of the Order of Just Unity, known also as the Holy Circle, but there more in fable.
Niccolo specifically: You recognize the name Exantrius from old tales of the Order, but they are very old -- you you've certainly heard them here and there since childhood. The most famous story details his defeat of the Dark Armies of Firomath, with a choir of two-thousand angels at his back. It is said he gained their favor at a grand ball in the heavens: It was said no mortal could dance with enough grace to suit a celestial harp, and he wagered rightly that he could prove them wrong.
It is also said that he was mortally wounded in his climactic battle against the inhuman knight Firomath on the rim of the volcano Kieros, so it would seem that either the stories or the man are misleading.
(BTW, I hope none of you mind me posting character-specific knowledge in public... I'm assuming you can role-play as if you didn't know, but if you find it interferes, let me know and I'll start emailing.