I think you can technically make your own village by making alt accounts. Of course, you'd want to appoint one of the alts as the lawspeaker and another as the chieftain so you could appoint your main as the hirdsman. The village claim is somewhat expensive, however, and it'd take time and effort to get yeomanry on three alts and lawspeaking on another. I'd imagine there are also some players that don't feel kindly about single-player villages.
If you're serious about wearing a hirdsman's cape and don't want to join someone else's village (or start your own with other players), go for it, but be aware it's not a simple task.