Welcome, feel free to ask questions.
Knights is my main theme, not a big collector myself and mostly just using it to tell stories.
I can recommend getting some of the older knight sets that dont only have castles with knights and soldiers, but also heralds, monks, peasants, houses, servants and pretty much everything needed to portray medieval life. This way it greatly expands the educational value so that kids can learn a lot about the medieval period as you play.
And the tales of chivalric knights also open up the door to teach about morals in a not too obvious way.