Sunspear tourney ground says if I lost a challenge this phase cancel a character ability. Does that mean I can use this card during the first challenge that I lost

ie my opponent declares his first challenge, an intrigue challenge with house clegane brigands he wins and tries to stand the brigands can I cancel the effect with the tourney grounds or do I have to wait until the next challenge?

Yep, by the time your opponent is triggering House Clegane Brigands the winner of the challenge has been determined (or else the Brigands couldn't be triggered), and your Tourney Ground is active.

Thanks for the help maybe you can help with another question? I was reading the thread about this card on agotcards.org and some people were saying that if I have more unique characters then I can even cancel a passive character ability is this true?

No. That was a misread/misinterpretation of the card text:

"(A character ability or the effects of an event triggered instead if you control more unique characters than each opponent)"

People were reading "triggered" as only applying to the event effect, not to both the event effect and character ability. The grammatical construction of it though, while not ideal, really does apply the "triggered" restriction to both.

Thanks for the help maybe you can help with another question? I was reading the thread about this card on agotcards.org and some people were saying that if I have more unique characters then I can even cancel a passive character ability is this true?

No it's not true. There was a lot of discussion, but a ruling was made by FFG that it is not able to cancel passive character abilities.