Arref talks about the Grand Affair, and his own fun at playing a non-royal Amberite.
I've a little experience with this, too...
Archard, from the Empire of the Gleaming Banner, was my charter Non-Amberite, Non-Chaosian PC.Scion of the Empire in shadow, Trump Artist, Dreamer, he is my pioneer in these waters.
He even visited Amber, sort of, for a few minutes. But that's a long story. He certainly interacted with Amberites, and his aunt and great aunt and uncle ARE Amberites, even if in a different cultural matrix altogether.
Laertes, from the Thy Kingdom Come world is my other (until GA) major non-royal PC. Although he is an odd bird, in that he somehow managed to walk the Pattern in Rebma. The implied reason he could, that he is a descendant of Lir and was carrying his Spear at the time, is not believed by at least one player in the game. I don't think Laertes' mother had an affair with an Amberite, personally.
At ACUS last year, I debuted a resident of Chris' Texorami, one Jonas Asherton. Alchemist with a passing resemblance to Doc Holliday, my participation in the game was cut short because of necessities of sleep and awakenings the next morning. I would gladly and eagerly play him again in subsequent incarnations of the game.
Of course that brings us to GA, and Iolaus Diotrephes. A definite outsider to Amber, from a shadow hitherto unvisited by its scions or other members of the Golden Circle, and vice versa. As Djinn put it, Iolaus has the tiger by the tail as he has journeyed alone from the shadow Achaea to Amber. And he has not developed entirely as I have anticipated. But that is part of the fun of an active, energetic character.
As Arref puts it, the folks in Ill Met in Amber deal with this on a regular basis and can vouch for the sense of story of playing someone of Amber, but not of the family.
The Babylon 5 episode "A view from the Gallery" (5th season) illustrates this, cinematically, by telling a story of an attack on the Station from two ordinary guys point of view. There is also a Star Trek Next Generation Episode which does the same thing, following a few of the lesser officers rather than the main characters.