Starting the orgy requires someone to break the ice.
As getting started may not be easy, it is worth the host deciding beforehand how they might like their orgy to start.
Some
may prefer to start something with their own partner. Even just one
couple starting to kiss and cuddle is a nice first step.
Alternatively a Princess could ask for a Knight who is not her partner to join her, and the cuddling can start this way.
The event could also be started by spending some time first with all the Knights in Affirmation
while the Princesses remain clothed. To create a relaxing dynamic the
naked Knights could be required to give the Princesses a foot massage.
The
Princess could play a game to determine which Knight they have give
them a foot massage (eg roll a dice or pick a number from a hat).
Then,
when a Princess wanted, she could have the Knight come and sit next to
her to give her a cuddle, or if there was a mattress on the floor, she
could move down and join the Knight on the mattress.

It might be fun to ass some theatrics to any undressing.
For example, the Knights might be told to Reveal one at a time as they stand in the middle of the room so that all the Princesses can enjoy watching then.
And
when a Princess wants to get out of some of her clothing, she could
have a Knight who is not her partner take her clothing off her. Both
she and her partner may enjoy this even more if her Knight watches her
being undressed.

If it is a
Sex Orgy then one couple might start things by putting on a bit of a
show for the others before everyone joins in.
This
show could be done
with a couple who are partners, or it could be done by two who are not
partners. The Princesses could use a game to decide which amongst the
Princesses who are willing to do a show does so, and the Princess who
starts gets to
choose which Knight she has join her for the show.
An adventurous Princess could even start with one Knight, and then have another Knight come to join them.
Though
getting started may be a challenge, once things have got going it
should quickly start to feel fairly natural for everyone present.