Player A has an Old Nan in play.

Player B playing 3 wildling agendas.

In Marshalling phase, Player B play a non-wildling character firstly, then Player A kneel Old Nan to give the charater a Wildling trait.

Could Player B play a wildling character by 2 gold cost saving now?

Uncle Joker said:

I think yes, since he didn't play wildling character from hand yet.

I would agree.

Because of the timing of Old Nan's ability, any trait manipulation she does is far removed from the action window in which the card was played. Here's a counter example. Say I'm playing Baratheon and have decided to use Old Nan OOH. I play an Old Red Priest, then as my very next action, use Old Nan to give him the "Lord" trait. Can I now use the Response of Royal Entourage that lets me put that card into play after playing a Lord or Lady from my hand? No, of course not, because I have not played a Lord or Lady. I played a character that later gained the Lord trait. That particular situation is really no different from the one you propose. SInce you haven't played a Wildling yet, the cost reduction from the Agenda is still there to be used.