Fiyero has no idea who that is, but presumably an important king. There's a lot he just has to roll with.

"Just once," he answers letting Kitty lead them to a booth, which Fiyero falls into with an intentional, almost practiced laxness. "But dancing and drinking are two of my favourite things to do."

It's mostly the fact that he simply hasn't been in town very long. Not enough time to find a staple place.