I had a question about what would happen when Greyjoy is attacking against Ghaston Grey (which triggers after you lose a challenge) and they play We Do Not Sow (which triggers after you win a challenge) to discard Ghaston Grey. From the rulebook, it's clear that the first player gets the first opportunity to trigger reactions. So Greyjoy could only preempt Ghaston Grey if they are the first player.
That seems a little strange to me. For whatever reason I feel like the active player should have first priority during challenges. Maybe this is just an advantage for being first player that I previously overlooked.
So I don't really have a rules question, but I wanted to know if any experienced players had any thoughts about this particular rule and if there are other situations where acting first can be a big deal.