Can u cancel a plot effect. For example black sails.

You can cancel the "when revealed" effect of plots (ie, plots with passive effects), but it's really, really hard because there aren't a lot of effects that can do it. Most cancels only work against triggered effects.

Black Sails is an agenda, not a plot. You cannot cancel agendas by definition - as stated in the FAQ.

IIRC Agendas cannot be canceled, but they can be prevented by "cannot" effects, correct?

I seem to recall that Brienne of Tarth was kill-on-sight for TMP and Siege?

Correct. They are still triggered effects, so you can be prevented from triggering them (with, for instance, Needle or Brienne of Tarth) but agenda effects are specifically granted protection from cancels.