What is Thegn?

Legal Definition
The term thegn (thane or thayn in Shakespearean English), from Old English þegn, ðegn, "servant, attendant, retainer", "one who serves", is commonly used to describe either an aristocratic retainer of a king or nobleman in Anglo-Saxon England, or, as a class term, the majority of the aristocracy below the ranks of ealdormen and high-reeves. It is also the term for an early medieval Scandinavian class of retainers.
-- Wikipedia
Legal Definition
A tenant in capite. See Tenant in capite.
-- Ballentine's Law Dictionary