East Prussia enclosed the bulk of the ancestral lands of the Baltic Old Prussians. During the 13th century, the native Prussians were conquered by the crusading Teutonic Knights. The indigenous Balts who survived the conquest were gradually converted to Christianity. Because of Germanization and colonisation over the following centuries, Germans became the dominant ethnic group, while Poles and Lithuanians formed minorities. From the 13th century, East Prussia was part of the monastic state of the Teutonic Knights. After the Second Peace of Thorn in 1466 it became a fief of the Kingdom of Poland. In 1525, with the Prussian Homage, the province became the Duchy of Prussia. The Old Prussian language had become extinct by the 17th or early 18th century. 

Because the duchy was outside of the core Holy Roman Empire, the prince-electors of Brandenburg were able to proclaim themselves King of Prussia beginning in 1701. After the annexation of most of western Royal Prussia in the First Partition of the Polish-Lithuanian Commonwealth in 1772, eastern (ducal) Prussia was connected by land with the rest of the Prussian state and was reorganized as a province the following year (1773). Between 1829 and 1878, the Province of East Prussia was joined with West Prussia to form the Province of Prussia.
When did this start?
proclaim themselves King of Prussia beginning in 1701