Fascinating to think about. I did some fencing in college, and some archery and horseback riding when I was younger. I think I'd try to survive and move over land until I got to a coastal trading city, and then convince the nearest Lord that I was shipwrecked from a distant, mystical land and try to enter into military or guard service. Then catch up on the local language and customs, do what I can to get land or a title, then try to figure out what modern process improvements I could invent to build a lot of wealth. If I was in a rigid caste system type place, I'd definitely recruit potential great men from non-aristocratic classes and get them working for me. Depending on which invention path I went down, take over in terms of commerce of have myself a mini-revolution displacing the aristocracy and becoming ruler and protector of the land. It probably wouldn't be a party, but it wouldn't be so bad either.