Jeff told me most Paladins belong to an Order.
An Order provides comrades, support, and sometimes help. Most Orders have their own headquarters, rituals, rules, and heraldry - stuff they wear, like symbols and that. Many Orders have special spells or weapons or magic doodads that members of the Order can earn by doing good deeds and bringing renown to the Order.
Orders generally tend to be based on a particular God or set of Gods, a particular belief system and maybe a kind of magic system, anyway. And to be a member of the Order you have to share those beliefs or worship those particular Gods or practice that type of magic system.
So, Pros of being in an Order:
You automatically have comrades and allies in the Order. You get some extra reputation credit based on the reputation of the Order - if the Order is widely reputed as badass evil-kickers, when you say you're a member of that Order people are willing to believe you're a badass evil-kicker. You get access to the Order's stuff - headquarters, holy books and symbols, magic doodads, special weapons and so on, assuming you're in good standing and do the things the Order wants you to do to use them.
Con of being in an Order:
If you don't actually believe in the Order's God or Gods, or its beliefs and/or magic system, being a member of the Order is living a lie. Which kind of interferes with the whole Paladin thing.
Fortunately, there are also DisOrdered Paladins.
DisOrdered Paladins figure out what they believe as they go, and learn about God or the Gods as they do deeds and wander around and figure out what's required of them to grow as a Paladin. The down side of this is that it's hard. There's no one instruction book, no set of steps to follow, and no one except your Inner Knowledge to tell you when you've made any kind of progress. It can take a long time. And you don't have the backing of comrades and a hierarchy of experienced Paladins of the Order to help or guide you. It's just you and the Divine Presence that provides the Inner Knowledge.
And Inner Knowledge comes very slowly and can be deceptive, especially if you do something stupid and let the Malign Powers have access to you.
Some Orders work okay with DisOrdered Paladins, and some don't.