We know that Theseus is a great conqueror because the narrator tells us so. The same is true of his chivalry and wisdom. When Arcite disguises himself as a servant at Theseus's court, we learn that "he was yong, and mighty for the nones, / And therto he was strong and big of bones" (565-566).
At other times, we depend upon the way the characters describe one another to learn about them. At Theseus's court, for example, Philostrate's (a.k.a. Arcite in disguise) reputation quickly spreads because he is "so gentil of condicioun." Everyone talks "bothe of hise dedes and his goode tonge," encouraging Theseus to promote him because of his great nobility of character (573, 580).
Similarly, from the mourning women's willingness to wait for Theseus for two weeks at the Temple of Clemence we can guess that Theseus's reputation for chivalry and honor has spread far and wide. The mourning women's characterization of Theseus as the person best suited to avenge their unburied husbands is just a confirmation of what the narrator has already told us about Theseus's great chivalry.
Characters' actions in "The Knight's Tale" mainly serve to confirm what we already know about them. When Theseus avenges the mourning women on his way home from Scythia, it confirms for us what the narrator has told us about him, which is that he's full of chivalry and a great conqueror. When Theseus's heralds pull Palamon and Arcite from a pile of bodies, they guess from the men's coats of arms and battle gear that they are noblemen of Thebes. Palamon and Arcite proceed to act exactly as we'd expect noblemen to in this kind of story: they fall in love with a noble woman and are willing to risk death in order to fulfill their love for her.
The one surprise that's lurking in a character's actions is found in Emily. From what we've seen of her in the story – which has mostly been through Palamon and Arcite's visions of a beautiful, demure damsel – we might think she'd be overjoyed to marry a noble knight like Palamon or Arcite. Instead, she surprises us by asking Diana to allow her to remain a virgin for life, because she'd rather not be a wife and mother! This surprise is the exception that proves the rule, however. For the most part, characters' actions in "The Knight's Tale" simply confirm what we already know about them through direct characterization.