The noble hierarchy of feudal medieval Europe is rather simple in my opinion, but nonetheless it's good to have a guide to it just in case you get lost sometimes!
This list will consist of the medieval hierarchy as some of the titles and rankings have changed throughout the time, for example the title of emperor is rather outdated since the only remaining emperor today is the Emperor of Japan, or that knights today may outrank lords/ladies (in Scotland you become a lord simply by owning land).
So let's get on with it!
(This list goes from highest to lowest in terms of rank)
emperor/empress
The emperor and the empress are the highest rankings nobles in the land, they rule over multiple kingdoms/dukedoms instead of just one. In the Holy Roman Empire, the emperor was chosen by the prince-electors. At the start (around 1273 and the confirmation of the Golden Bull of 1356) there were seven electors: the Archbishops of Trier, Mainz and Cologne, the Duke of Saxony, the Count Palatine of the Rhine, the Margrave of Brandenburg and the King of Bohemia.
By the time of twq, the election did not require papal confirmation, though it had in the beginning. Despite this, the Emperor did have extremely close ties to the Pope as they were usually the two most powerful rulers in Europe.
The main empire that would be of concern during the TWQ timeline would be the Holy Roman Empire, but the Ottoman Empire was no doubt viewed as a threat (especially after the fall of Constantinople in 1453).
king/queen
The second highest position in medieval Europe. A King was often in charge of only one kingdom (King of Spain, king of England, king of France etc.) and the title could be inherited (unlike the title of Holy Roman emperor). The title was inherited by the oldest living son, even if he had sisters that were born before him.
This title is the one you will probably be the most concerned with in your fics, but it's pretty straight forward tbh so we will move on.
prince/princess
This title is given to the children of the ruling monarch (or any relatives of the ruling monarch that are closely related like a niece or nephew or grandchild) and they outrank all of the nobility below them.
Often they can hold the title of duke or duchess, indicating they own land, though this was almost always given to the son and not the daughter.
duke/duchess
They are just below the prince and princess in rank. They hold the land of a specific duchy (Duke of York, Duke of Bedford etc.). Unlike the prince/princess and king/queen, the title of duke or duchess is not reserved for someone of royal blood and therefore is the highest rank that anyone, theoretically, could achieve.
Many times in history, the duke/duchess could be the highest ranking in their country if the country was not named a kingdom, therefore being a de facto king/queen, just without the granted title (for example: the rulers of Bohemia werent kings, but dukes before 1212 when they gained the title of 'king' as a reward from the Holy Roman emperor).
count/countess
The count, also known as earl, is someone from nobility. They don't have royal blood or even a large range of privelages, but they do still hold significance in court and have a say in royalty at times (see the deposal of King Edward II in 1327 or Warwick, who earned the monicker Kingmaker).
baron/baroness
Barons and baronesses are relatively low ranking nobles when compared to the other ranks. Their title isn't even used to address them most of the time, instead being called 'lord' or 'lady'.
lord/lady
The lowest ranking nobility, this title today is mostly used to describe someone who holds lands (like I mentioned in Scotland at the beginning of the chapter).
Still, owning land in feudal Europe places you into nobility, no matter how low ranking, and so it is most definitely worth mentioning.