In the middle of quelling a rebellion this strange army appeared in the south of my lands - Hugh's Host. It has something like 6 stacks of 4k men or so and practically decimated my forces. Thing is, no new war happened and I really have no bloody idea who the hell that Hugh guy is. Any idea what this could be?
This is a game mechanic where randomly some character will raise a huge army and come to attack your lands with a claim to one of your titles. The easiest way to deal with it is to assassinate the character (the army disbands if you murder the leader).
It's more tricky if they are your relative as being caught killing them will give you a kinslayer trait and probably also a negative opinion modifier with a bunch of your vassals. In that case you should consider fighting it out. Otherwise if you can afford it, or even better if you can put together a plot, murder would be the preferred solution.
Edit: One method which I have found useful also against adventurers from your own realm (such as your relatives) is to have them excommunicated and imprisoned if you can afford the piety cost (works especially well if the head of religion is your vassal). The adventurer icon will not go away, but when the time comes for the adventure nothing will happen and the adventure will be cancelled. At that time you can either release the person or keep them in jail (depending on what you feel is useful/appropriate).