These units receive bonuses (for example, damage, stability or increase the morale) of their General, but when the General dies on the battlefield, they will get huge penalty to morale.
At the head of the Retinue stands a General, and he has 6 units of troops assigned to his Retinue. Instead, units within the army are held in Retinue, and each army can hold up to three such Retinues. This is known, for example, from both versions of Total War: Warhammer. The most important novelty is the resignation from the Lord's system, to which there were assigned up to 19 other units (including heroes).
Total War: Three Kingdoms introduces significant changes in the army mechanics. Total War: Three Kingdoms uses the Retinues system to build an army.