Before modern map making how easy would it be to unknowingly travel to a different ruler’s demesne? Obviously there are geographic borders like the Rhine or the Pyrenees, but surely that can’t be the way they knew every time. What if there was a big forest or field with no obvious markers between two kingdoms? Was there any tight control on borders or the freedom of movement for individual persons between these places?
I’m just imagining as a specific example how absolutely insanely chaotic the 30 Years War, among others, must’ve been from a layman’s perspective. I didn’t even know I was in Bohemia, now I’m Protestant? Now I’m not in Bohemia? Now there’s Swedish people here? Etc.
An Italian, German, and French walk into a bar on the Franco-Italian border. Who is the best person of the three to place an order with the bartender?
Surprisingly, the German. But only because he is Werner Forner. I'll get to the point eventually, but please bear with me for a bit. I promise this isn't an excuse to talk about retired german linguistics professors.
Imagine you are driving along the A10 highway towards the Italian border with France. While the Schengen Agreement has eliminated border controls between many European countries, a convenient sign at the frontier nonetheless lets you know that you have crossed over into France, and that you are no longer driving along the Italian "Autostrada A10" but rather along the French "Autoroute A8." An automatic text message from your cell phone service provider will let you know that roaming charges will no longer be handled by the Italian operator TIM, but rather the French operator Orange. Pulling into a roadside fast-food service outside the town of Menton (the first town over the border) the radio signal from RTL on 102.5 FM fades out, and with some adjustment you tune the radio to 103 FM, where a station also called RTL is now playing French pop (the two stations, funnily enough, are completely unrelated: while in France RTL stands for Radio Télévision Luxembourg, a media conglomerate operating multiple mediums in several countries, while in Italy RTL stands for "Radio Trasmissioni Lombarde" and is a popular but much smaller radio network broadcasting in northwest Italy). You park your car and walk into the roadside restaurant, and notice a large muted television behind the counter tuned to the news network France24.
All this is predictable and in-line with our understanding of how borders work; you have crossed the border into France, after all. But then you notice something else; as you pick out a prepackaged baguette from the rest-stop's refrigerator, you overhear an elderly gentleman chatting amicably with the cashier. You can't help but notice he doesn't seem to be speaking French, but he isn't quite speaking Italian either. He is, in fact, speaking the local dialect of the town of Ventimiglia, the first town back across the border in Italy. It is nearly identical to the local dialect here in Menton.
If we turn back the clock five or six hundred years, how would you know you had crossed a border? Eliminate the television, radio, and newspapers that have changed language as soon as you cross a frontier. Eliminate the fact that nowadays in Menton, children go to school and learn French, while seven miles down the road in Ventimiglia children go to school and learn Italian. Eliminate the fact that to buy a home in Menton, you must sign a deed written in French, while seven miles down the road in Ventimiglia to buy a home you must sign a deed written in Italian. These are all things that would have been completely alien to people living in Menton and Ventimiglia as early as two hundred years ago. When the County of Nice was ceded from the Kingdom of Sardinia to France in 1860, if the then-French Empire hadn't posted border guards at the bridge over the stream marking the new border, would anyone have noticed anything different at all?
Your example of the thirty years war is interesting in that the Peace of Westphalia was a significant forward step in elaborating modern concepts of sovereignty, which would naturally go on to impact our modern conception of borders. Much of what we consider integral components of national identity is even more recent, taught to people either passively via things like modern mass media, or actively through things like schooling programs, and of course border controls. Absent these things, could a person in the Early Modern or Medieval period even know to look for markers or signals to know where they were? Would they care?
Bringing it back to thoughts tied to our hypothetical road trip, our medieval inhabitant of Ventimiglia would probably know that in the next town over, people spoke a little funny but ultimately intelligibly. In fact, our hypothetical ventimiglese would be able to sail pretty far down the coast before encountering any real difficulty in language, probably being able to converse fluently up to the Bay of Napoule to the west and the Taggia River estuary to the east (a span of about sixty miles). They would ultimately also be able to make themselves more or less understood to speakers of the local Provençal variety as far to the west as Marseilles, and also fairly understandable to speakers of Ligurian in Genoa to the east. If you're interested in the characteristics of the spectrum of languages along the Italian-French border, you can look up the research of Werner Forner at the University of Siegen in Germany, who extensively researched languages in the area in the 1980s and early 1990s.
But the point is that even with a river or mountain marking the border, sealing off contact between two communities because of a border is largely an invention of the industrial era. Even when the vast majority of people were involved in agriculture, people in towns and hamlets interacted in order to trade goods and services, creating a largely uninterrupted cultural and linguistic continuum, and where social identity or economic role might even play a larger role than geographic identity. Customs and languages might be similar across a "border," only starting to differ further and further afield. Certainly, when there was an impassible mountain this continuum could be interrupted. Mass migrations of people and disruptions due to war or famine could create interruptions, or lead to multilingual communities.
The point is not that there were no borders at all, only that they operated differently. Monarchs and aristocrats might draw lines across where their jurisdictions and rights to collect taxes ended, but man-made barriers existed more for toll collection at places like city gates, or bridges and mountain passes than to restrict the passage of people. These are ultimately economic restraints, and the concept of control and regulation of people based on their identity was instead entirely relative, often the result of political tensions coming to a head, and not the result of specific policies like the ones that have emerged in the industrial era (and later, in the information age).
I am, admittedly, much more familiar with the Mediterranean than Central Europe, which you specifically refer to. But the Mediterranean Sea, a web of crisscrossing sea lanes and communities interacting with each other in a multitude of ways, most strongly evidences how pre-industrial people had a fundamentally different conception of identity and nationality. Nearly every large city in the Mediterranean had a neighborhood or quarter for foreigners (in the largest cities, these could be multiple neighborhoods). Sure, political tensions could lead to a certain group of foreigners to be expelled, or pressures placed by foreign communities to establish their own courts and even develop political representation through consuls. But the very fact that this could happen is a testament to the nature of a stable population of transient foreigners coming and going from the great entrepôts of Europe. Identity could be mitigated based on social and economic ties, with merchants born in Dalmatia identifying amongst the Venetians in Constantinople, and Greek speakers born and raised in Crete identifying as Greek, even if Crete was a Venetian possession. Some, who by upbringing or personal preferences were culturally chameleonic, could identify as both Greek and Venetian. Others might not be so flexible.
Were the Greeks in Constantinople aware that the Venetians were different from them? Sure. Just as the Bohemians, which you mention, must have been immediately aware that the Swedes spoke a different language and had different customs than they did. And it is undeniable that given the upheaval of the thirty years war even the humblest Bohemian must have been aware that there was an immensely destructive religious conflict going on, just the same way as the humblest Greek might have learned, some way or other, that Constantinople had been sacked by the Venetians in 1204. But people of faraway lands having different customs was a given, and not necessarily related to notions of borders or identity as we understand them today.