Northern Knights are the highest ranking northern melee Units and Cavalry Units. They are recruited from Northern Man at Arms.
They usually have the typically northern chain mail hauberks and heather shields to protect themselves. Their weapons are War maces and swords (?).
Different than most other Knights (except the "special units" like White Harbor Knights etc.), they can`t be upgraded to Heavy Knights. The reason for this might be, that the northern cavalry has a miscellanous between mounted seargents and knight, the Northern Men at Arms.
There is an additional detail, too. Martin writes in his books, that few Northmen ever become knights, because they have the "wrong" religion.