Last night we had a disscussion about this situation:

Player A plays "To be a Lion"

Player B plays "Paper Shield" to cancel "To be a Lion"

Since "To be a Lion" says: "Response: After you win an Intrigue challenge, stand a House Lannister character you control to choose and kneel a character without an Intrigue icon. " my question is:

Will Lannister character stand as a part of the cost of event, or will not?

Cards that have text: Do blah bla blah To Blah bla blah, have always been treated like cards that have cost to do some things. Whole point is that this card have benefitial cost, and benefitial effect, but some cards have negative cost for benefit.

Thank you in advance

The cost is always paid, regardless of whether the event (or ability) is canceled and also regardless of whether it's beneficial.