Kennan is a barony in the kingdom of Tortall. It is Sir Cleon of Kennan's home fief and inheritance. He inherited it from his father when he died, which was when Cleon was still a young boy. It was managed by his mother (name unknown) while he was in training for knighthood.
The barony had been going through difficult times, with several ruined harvests. Cleon's mother was forced to go to moneylenders in order to keep the estate afloat. Because of this, Cleon must marry an heiress instead of just anyone.
It never appears in any of the books, but is mentioned quite a few times in Squire and Lady Knight, when Cleon explains his need to marry an heiress, rather than his teenage sweetheart.