First, you didn't have the strong identification between the nation (in the older sense of "people") and the state. So rather than a single French people, say, there were several: Bretons, Normans, Gascons, etc. Second, you generally didn't have the centralisation and uniformity associated with the nation-state as we understand it today: the king's authority was limited or mediated in parts of his realm, bits of which (sometimes quite small bits) had their own time-honoured and diverse laws/rights/privileges. For example, the Bishop of Durham had quasi-regal powers within his diocese, and the great dukes and counts of France were all but sovereigns within their domains, sometimes with a barely nominal allegiance to the king.