Recently I started my own kingdom, too. I was a Swedish lord and marshall after a month or two, eventually I was holding 4 castles. Sweden was at war with the Cossacks and after serious preparations on streightening the numbers of the garrisons in my castles I declared independence. Therefore I was at war with Sweden and the Cossacks. I managed, however, to reach a peace agreement with the Cossacks. It should be noted that declaring war and peace is sometimes random. While playing the Russians declared war on me. I loaded my latest save and at the same time the Russians should have declared war in the previous game now the Cremeans did so. I loaded again and nobody declared war on me.
On the other hand, it depends on the state's situation. In the case with the peace agreement with the Cossacks, the latter had few cities fighting with almost everyone. In the vanilla I went through the Russian storyline, I became Tzar and eventually only Muscovite Tsardom, Sweden and Cremeans were the only states. We were at peace with each other. When I as the strongest state declared war Cremeans ( the weakest one ) Sweden immediately declared war on me.
You just have to wait for the right moment to make your own kingdom - weak enemy state and disorganised own state ( in this case Sweden) Conquering a city taken by deserters is also a good solution - you will not make any enemies as a result of the founding of your new kingdom. Other kingdoms are highly likely to declare war on you recently after establishing your state as you seem weak having just 1 fortress/town.
A question to the mod developer: Are ther any plans to extend the diplomacy functions in the game. For example : alliances, trade agreements, pacts of non-agression, ect.