When revealed it says to kneel a character. Let's say your opponent has none but you do. Must you kneel your own character?

Yes, that's how I would interpret it (the card does not say "kneel one of your opponent's characters," it just says "kneel a character." If your opponent has no character in play that can be knelt, then it seems that the only option would be to kneel one of your own.

What card is this? Can't find one called "Detained".

Prepare for War, "Detained" is a plot card (P5) included among the 7 default Lannister plot cards (note: we are referring to the HBO version of the card game, not to the LCG).