The rulers of some nearby culture know about you and your new stronghold and demesne, and they want an alliance. That, of course, may take some time and negotiation, so in the meantime they’ve sent an ambassador!
Ambassadors allow you to purchase units from their ancestry as though they were friendly.
If you are ever awarded units you didn’t buy—by rolling on a follower chart or adding a keep to your castle, for instance—then the new units can be from the ambassador’s ancestry if you wish.
An ambassador is a representative not only of another species, but another government. An ambassador isn’t a representative for all of its kind—they represent a specific subset of their ancestry. Their goal is to eventually sign an accord, either officially or unofficially, but for now they’re happy just having a representative in your court who can advise you and ideally pave the way for a more lasting alliance.
These are rewards. Not enemy spies. They are diplomatic opportunities for the player, part of the reward for building a stronghold. Players may be suspicious of this stranger who arrives promising military aid cheap, but you should encourage them, even tell them explicitly if necessary, “This ambassador will work with you.”
Of course, this could present some amazing narrative and roleplaying opportunities down the line if events unfold that drive a wedge between the PC and their ambassador, but as long as this is a natural development of events, and the player understands this, it should be fine.