As a rule, in historical medieval society (as noted by
@cbwjm), there must be some specific core territory which is the monarch's fundamental title. In Europe, this was usually a county title. In theory, it could be any county (or set of counties, up to some loosely-defined limit set by social expectations) held by the King (or Queen, but usually King), but as a rule it would be where the King held court, often in the largest or most economically powerful city.
Different succession laws could affect things. During the early middle ages, many places used some form of "partible inheritance." This means that titles would be
partitioned between the monarch's heirs upon their death. So, for example, if you play as an Irish king in the usual starting period for
Crusader Kings III, you will start out as a "petty king" (the equivalent of a duke), one of five, ruling the five duchies that are traditional parts of the Kingdom of Ireland--and all the other petty kings are your relatives (brothers and cousins, IIRC.) If your starting character dies without gaining any new titles, then the counties that make up your duchy will be divided amongst your sons, which may cause a split! If you
do acquire those other duchies, you can eventually become High King (king proper, not petty) of Ireland, at which point your main heir will retain
that title, even if they don't retain all of the duchy titles beneath it.
As a general rule, this is how things work until you get access to new succession laws: you have to race to capture
all of the duchies of a kingdom you want to control, assume or create the title for that full kingdom, and then distribute some or all of the duchies within that kingdom to your vassals so you don't have to worry about them personally. Later on, when you control multiple kingdoms and can become a true Emperor/Empress, you may even start giving out
kingdom titles to your vassals.