According to Giles Constable "frontiers and boundaries tended to be less clearly defined as the size of the unit increased. Few kingdoms had fixed borders." (Giles Constable, "Frontiers in the Middle Ages" in Frontiers in the Middle Ages ed. Merisalo and Pahta, 9.)

To give an example Della Hooke has contended that in Anglo-Saxon England contemporaries conceptualized the division of land from the inside out rather than as a larger macroscopic unit on the level of the nation state to which you alluded. For them they clearly divided parishes, dioceses and estates, and had a sense of when one passed from one to the next but larger conceptions of space were more vague. (Della Hooke, The Landscape of Anglo-Saxon England, 62.)

However once again the specific outline of territorial units were hard to define with clear precision but would often be done so through the use of certain natural features of the local topography, rivers and so forth. The use of castles and other fortifications were frequently used to reinforce contested border regions from which lords could survey the frontier. The frontier really is an important term here as the boundaries beyond the land one controlled were a rather blurred liminal space that only became more concrete when someone challenged them in force. The violation of space in this context was in some sense only triggered when it was disputed by another. Glenn has noted the importance of the marches or "limes" that notionally divided and mapped physical space, and cautions that the division of land did not create "two distinct foreign worlds" but rather served as "backbones" leading to a zone of mutual influence. (H. Patrick Glenn, The Cosmopoliitan State, 59.)

It was once again more at the level of Church diocesan subdivisions that there was a greater sense of clearly defined lines and boundaries.

If you were a merchant traveling with goods to sell from place to place you would be confronted with borders when stopped by local authorities for toll fees and taxes.